+775.2%
CI vs WPM
+5,967.5%
-5,192.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -1.2% |
| 7D | +1.3% | +1.1% | +0.2% | +1.2% |
| 30D | +4.4% | +26.4% | -21.9% | +1.6% |
| 3M | +0.7% | +20.8% | -20.2% | -1.9% |
| 6M | +0.3% | +1.1% | -0.8% | -0.6% |
| YTD | +3.8% | +32.5% | -28.6% | -0.6% |
| 1Y | -5.5% | +51.5% | -57.0% | -11.3% |
| 3Y | +8.1% | +267.0% | -258.9% | -9.7% |
| 5Y | +42.8% | +250.1% | -207.3% | +18.6% |
| 10Y | +143.9% | +540.4% | -396.5% | +80.1% |
| All | +775.2% | +5,967.5% | -5,192.3% | +247.6% |
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 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