+568.8%
WPM vs ALM
+3,289.7%
-2,721.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | -2.8% |
| 7D | -0.5% | -4.0% | +3.5% | -0.5% |
| 30D | -3.1% | -30.5% | +27.4% | -3.2% |
| 3M | -2.2% | -46.9% | +44.7% | -2.3% |
| 6M | -7.4% | -65.5% | +58.1% | -7.7% |
| YTD | +12.6% | -13.4% | +26.0% | +12.8% |
| 1Y | +22.8% | +9.8% | +13.1% | +23.2% |
| 3Y | +213.6% | +783.1% | -569.5% | +219.8% |
| 5Y | +211.2% | +378.3% | -167.1% | +216.7% |
| 10Y | +733.9% | +1,942.8% | -1,208.9% | +768.9% |
| All | +568.8% | +3,289.7% | -2,721.0% | +649.2% |
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