-34.0%
CCL vs WPM
+749.7%
-783.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.2% | -3.6% | +2.4% | -0.7% |
| 30D | +13.1% | +1.4% | +11.7% | +12.8% |
| 3M | +3.4% | -0.2% | +3.6% | +3.1% |
| 6M | +18.7% | -7.3% | +26.0% | +18.9% |
| YTD | -2.3% | +12.3% | -14.6% | -3.9% |
| 1Y | +14.2% | +24.9% | -10.7% | +11.3% |
| 3Y | +133.6% | +210.4% | -76.8% | +109.5% |
| 5Y | +33.5% | +210.4% | -176.9% | +17.7% |
| All | -34.0% | +749.7% | -783.7% | -42.5% |
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