+686.4%
WPM vs ALM
+7,705.7%
-7,019.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -1.1% |
| 7D | +1.1% | -2.6% | +3.7% | +1.1% |
| 30D | +26.4% | +32.0% | -5.7% | +26.5% |
| 3M | +20.8% | -15.0% | +35.9% | +20.8% |
| 6M | +1.1% | -10.1% | +11.2% | +1.1% |
| YTD | +32.5% | +99.4% | -67.0% | +33.0% |
| 1Y | +51.5% | +316.4% | -264.8% | +52.8% |
| 3Y | +267.0% | +2,022.0% | -1,755.0% | +275.4% |
| 5Y | +250.1% | +941.2% | -691.1% | +257.0% |
| 10Y | +540.4% | +2,950.3% | -2,410.0% | +566.5% |
| All | +686.4% | +7,705.7% | -7,019.4% | +783.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling