+3.5%
CCL vs WPM
+261.1%
-257.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -0.1% | +7.0% | -7.2% | -1.7% |
| 30D | -20.0% | +15.7% | -35.7% | -22.7% |
| 3M | -13.7% | +35.2% | -48.9% | -19.7% |
| 6M | -9.0% | +6.1% | -15.1% | -11.4% |
| YTD | -22.8% | +32.6% | -55.4% | -28.3% |
| 1Y | -25.3% | +46.9% | -72.2% | -32.3% |
| 3Y | +54.1% | +276.3% | -222.2% | +9.1% |
| 5Y | +3.5% | +260.0% | -256.5% | -34.6% |
| All | +3.5% | +261.1% | -257.6% | -34.6% |
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 · 6 months rolling