+562.2%
WPM vs ALLE
+222.4%
+339.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.1% |
| 7D | +16.9% | -0.6% | +17.5% | +17.1% |
| 30D | +2.0% | +25.3% | -23.4% | -2.1% |
| 3M | +8.9% | +10.3% | -1.4% | +7.0% |
| 6M | +1.6% | +38.0% | -36.5% | -4.2% |
| YTD | +16.5% | +17.8% | -1.3% | +12.8% |
| 1Y | +42.2% | +13.6% | +28.6% | +38.4% |
| 3Y | +213.3% | +89.2% | +124.1% | +180.0% |
| 5Y | +249.9% | +51.1% | +198.9% | +217.2% |
| All | +562.2% | +222.4% | +339.7% | +578.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling