+242.9%
WPM vs ALM
+907.8%
-664.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.1% | -2.5% | +4.3% |
| 7D | +20.8% | +0.7% | +20.1% | +20.6% |
| 30D | +3.8% | -26.1% | +29.9% | +8.5% |
| 3M | +7.4% | -38.1% | +45.5% | +14.8% |
| 6M | +4.0% | -55.4% | +59.4% | +15.1% |
| YTD | +23.0% | -0.4% | +23.4% | +25.7% |
| 1Y | +45.9% | +25.4% | +20.6% | +45.8% |
| 3Y | +242.9% | +907.8% | -664.8% | +196.8% |
| All | +242.9% | +907.8% | -664.8% | +196.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling