-38.5%
CBRS vs WPM
+6.9%
-45.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.2% | -0.9% |
| 7D | +0.5% | -3.6% | +4.1% | +2.0% |
| 30D | -18.5% | +12.5% | -31.0% | -23.0% |
| 3M | -19.4% | +40.6% | -60.0% | -32.3% |
| All | -38.5% | +6.9% | -45.3% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling