+814.6%
CI vs WPM
+5,236.6%
-4,422.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -2.9% |
| 7D | -1.6% | +16.9% | -18.5% | -3.3% |
| 30D | +5.4% | +2.0% | +3.5% | +5.0% |
| 3M | +7.3% | +8.9% | -1.7% | +5.8% |
| 6M | +5.3% | +1.6% | +3.7% | +4.3% |
| YTD | +8.5% | +16.5% | -8.0% | +5.0% |
| 1Y | +17.1% | +42.2% | -25.1% | +10.7% |
| 3Y | +1.4% | +213.3% | -211.9% | -13.9% |
| 5Y | +50.5% | +249.9% | -199.4% | +24.6% |
| 10Y | +168.5% | +549.4% | -380.8% | +97.3% |
| All | +814.6% | +5,236.6% | -4,422.0% | +267.4% |
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