+54.0%
CL vs WPM
+501.6%
-447.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -2.2% | +1.1% | -3.3% | -2.3% |
| 30D | -4.8% | +26.4% | -31.2% | -6.6% |
| 3M | +4.9% | +20.8% | -15.9% | +3.1% |
| 6M | -5.7% | +1.1% | -6.8% | -6.1% |
| YTD | +14.4% | +32.5% | -18.1% | +10.9% |
| 1Y | +8.7% | +51.5% | -42.8% | +4.0% |
| 3Y | +30.0% | +267.0% | -237.0% | +13.8% |
| 5Y | +28.4% | +250.1% | -221.8% | +11.8% |
| All | +54.0% | +501.6% | -447.6% | +32.0% |
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