+644.0%
WPM vs ALLE
+327.3%
+316.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | +8.9% | +10.3% | -1.4% | +6.9% |
| 6M | +1.6% | +38.0% | -36.5% | -4.2% |
| YTD | +16.5% | +17.8% | -1.3% | +12.7% |
| 1Y | +42.2% | +13.6% | +28.6% | +38.4% |
| 3Y | +213.3% | +89.2% | +124.1% | +179.1% |
| 5Y | +249.9% | +51.1% | +198.9% | +217.7% |
| 10Y | +549.4% | +228.1% | +321.2% | +429.5% |
| All | +644.0% | +327.3% | +316.7% | +461.5% |
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