+745.9%
WPM vs ALLE
+260.9%
+485.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +26.4% | -6.8% | +33.1% | +27.9% |
| 3M | +20.8% | +21.0% | -0.2% | +16.8% |
| 6M | +1.1% | +1.1% | 0.0% | +0.7% |
| YTD | +32.5% | -0.5% | +33.0% | +32.2% |
| 1Y | +51.5% | -7.3% | +58.8% | +52.8% |
| 3Y | +267.0% | +42.3% | +224.8% | +243.1% |
| 5Y | +250.1% | +13.5% | +236.7% | +231.9% |
| 10Y | +540.4% | +144.0% | +396.3% | +450.9% |
| All | +745.9% | +260.9% | +485.1% | +558.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling