+276.3%
WPM vs ALM
+2,327.9%
-2,051.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.7% | -1.2% |
| 7D | +7.0% | +8.4% | -1.4% | +5.7% |
| 30D | +15.7% | +34.8% | -19.1% | +10.8% |
| 3M | +35.2% | +16.2% | +19.0% | +31.3% |
| 6M | +6.1% | +2.1% | +4.0% | +4.0% |
| YTD | +32.6% | +117.0% | -84.5% | +21.0% |
| 1Y | +46.9% | +313.9% | -266.9% | +25.4% |
| 3Y | +276.3% | +2,327.9% | -2,051.6% | +164.7% |
| All | +276.3% | +2,327.9% | -2,051.6% | +164.7% |
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