-37.7%
CAG vs WPM
+558.4%
-596.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | -5.7% | -0.6% | -5.1% | -5.7% |
| 30D | -2.4% | +14.4% | -16.8% | -3.2% |
| 3M | +9.8% | +37.0% | -27.2% | +7.6% |
| 6M | -10.8% | +4.1% | -15.0% | -11.4% |
| YTD | -10.8% | +31.7% | -42.5% | -12.8% |
| 1Y | -19.0% | +44.2% | -63.1% | -21.4% |
| 3Y | -39.7% | +265.5% | -305.2% | -45.7% |
| 5Y | -43.0% | +262.5% | -305.5% | -49.0% |
| All | -37.7% | +558.4% | -596.1% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling