+285.4%
CCJ vs WPM
+5,046.3%
-4,760.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -0.8% | -3.6% | +2.8% | +0.6% |
| 30D | -13.2% | +1.4% | -14.6% | -13.9% |
| 3M | -27.6% | -0.2% | -27.5% | -28.0% |
| 6M | -38.7% | -7.3% | -31.4% | -37.3% |
| YTD | -22.7% | +12.3% | -35.0% | -26.5% |
| 1Y | -17.6% | +24.9% | -42.5% | -24.6% |
| 3Y | +62.7% | +210.4% | -147.7% | +6.9% |
| 5Y | +159.7% | +210.4% | -50.6% | +68.2% |
| 10Y | +769.3% | +731.7% | +37.7% | +266.2% |
| All | +285.4% | +5,046.3% | -4,760.9% | -47.9% |
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