+53.4%
CL vs WPM
+502.1%
-448.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.4% | +7.0% | -8.4% | -1.9% |
| 30D | -5.2% | +15.7% | -20.9% | -6.3% |
| 3M | +3.3% | +35.2% | -31.9% | +0.7% |
| 6M | -4.4% | +6.1% | -10.5% | -5.2% |
| YTD | +13.9% | +32.6% | -18.7% | +10.5% |
| 1Y | +7.6% | +46.9% | -39.3% | +3.2% |
| 3Y | +29.6% | +276.3% | -246.7% | +13.1% |
| 5Y | +28.1% | +260.0% | -231.9% | +11.3% |
| 10Y | +53.4% | +508.5% | -455.1% | +31.4% |
| All | +53.4% | +502.1% | -448.7% | +31.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling