+24.9%
WPM vs ALM
+19.0%
+5.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -8.0% | -2.4% |
| 7D | -3.6% | +1.2% | -4.8% | -4.0% |
| 30D | +1.4% | -19.3% | +20.8% | +7.0% |
| 3M | -0.2% | -40.6% | +40.5% | +13.2% |
| 6M | -7.3% | -57.9% | +50.6% | +12.9% |
| YTD | +12.3% | -6.7% | +19.0% | +22.0% |
| 1Y | +24.9% | +20.2% | +4.7% | +36.9% |
| All | +24.9% | +19.0% | +5.9% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling