+259.5%
WPM vs ALM
+441.7%
-182.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.1% | -2.5% | +4.5% |
| 7D | +20.8% | +0.7% | +20.1% | +20.6% |
| 30D | +3.8% | -26.1% | +29.9% | +7.8% |
| 3M | +7.4% | -38.1% | +45.5% | +13.6% |
| 6M | +4.0% | -55.4% | +59.4% | +13.3% |
| YTD | +23.0% | -0.4% | +23.4% | +24.5% |
| 1Y | +45.9% | +25.4% | +20.6% | +44.5% |
| 3Y | +242.9% | +907.8% | -664.8% | +182.4% |
| 5Y | +259.5% | +440.2% | -180.7% | +206.1% |
| All | +259.5% | +441.7% | -182.2% | +206.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling