+1,132.8%
CB vs WPM
+5,535.3%
-4,402.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -6.0% | -0.9% |
| 7D | -1.5% | +20.8% | -22.3% | -3.2% |
| 30D | +6.5% | +3.8% | +2.7% | +6.0% |
| 3M | +4.1% | +7.4% | -3.3% | +3.1% |
| 6M | +14.4% | +4.0% | +10.4% | +13.2% |
| YTD | +17.5% | +23.0% | -5.5% | +13.8% |
| 1Y | +27.5% | +45.9% | -18.4% | +21.4% |
| 3Y | +71.6% | +242.9% | -171.3% | +49.2% |
| 5Y | +100.6% | +259.5% | -158.9% | +71.9% |
| 10Y | +243.0% | +577.7% | -334.7% | +166.0% |
| All | +1,132.8% | +5,535.3% | -4,402.4% | +566.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling