Alexa is highly inaccurate. My website (http://www.ranksignals.com) have Alexa rank 7,000 with 3,500 visits / day while my other websites with higher traffic have far lower Alexa rank.

My other websites have Alexa rank 23,000 with 15k to 20k visits/day and Alexa rank 250k and 5k visits/day.