+550.8%
WPM vs ALM
+3,082.3%
-2,531.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.4% |
| 7D | +3.9% | +3.6% | +0.3% | +3.6% |
| 30D | +17.7% | +33.8% | -16.1% | +15.2% |
| 3M | +39.4% | +14.8% | +24.6% | +37.5% |
| 6M | +6.4% | -7.0% | +13.4% | +6.0% |
| YTD | +34.0% | +108.1% | -74.1% | +28.1% |
| 1Y | +50.5% | +313.8% | -263.3% | +38.7% |
| 3Y | +280.3% | +2,227.6% | -1,947.3% | +223.1% |
| 5Y | +266.3% | +956.6% | -690.3% | +215.9% |
| 10Y | +550.8% | +3,082.3% | -2,531.5% | +448.2% |
| All | +550.8% | +3,082.3% | -2,531.5% | +448.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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