+246.7%
CB vs WPM
+556.6%
-310.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.1% | +6.6% | +1.7% |
| 7D | +0.7% | +16.4% | -15.7% | +0.2% |
| 30D | +8.2% | -1.5% | +9.6% | +8.1% |
| 3M | +6.3% | +2.6% | +3.7% | +6.0% |
| 6M | +16.2% | -1.3% | +17.5% | +16.0% |
| YTD | +19.3% | +16.8% | +2.6% | +17.9% |
| 1Y | +29.2% | +34.1% | -4.9% | +26.7% |
| 3Y | +71.4% | +225.1% | -153.7% | +60.6% |
| 5Y | +104.2% | +234.5% | -130.2% | +89.7% |
| 10Y | +246.7% | +674.1% | -427.5% | +212.7% |
| All | +246.7% | +556.6% | -310.0% | +212.7% |
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