-70.5%
CBRS vs WPM
-6.9%
-63.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +12.0% | -18.1% | -10.2% |
| 7D | -18.4% | +3.9% | -22.3% | -19.4% |
| 30D | -49.4% | -3.5% | -45.9% | -48.3% |
| 3M | -59.6% | +14.1% | -73.7% | -62.0% |
| All | -70.5% | -6.9% | -63.5% | -73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling