+5,928.6%
WPM vs ALK
+527.1%
+5,401.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | +1.1% | -0.7% | +1.7% | +1.1% |
| 30D | +26.4% | -19.2% | +45.6% | +28.0% |
| 3M | +20.8% | -1.5% | +22.4% | +20.8% |
| 6M | +1.1% | -13.1% | +14.2% | +1.6% |
| YTD | +32.5% | -16.4% | +48.9% | +33.4% |
| 1Y | +51.5% | -33.1% | +84.6% | +54.1% |
| 3Y | +267.0% | +0.6% | +266.4% | +262.1% |
| 5Y | +250.1% | -26.4% | +276.5% | +248.2% |
| 10Y | +540.4% | -34.2% | +574.5% | +523.9% |
| All | +5,928.6% | +527.1% | +5,401.5% | +5,684.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling