+543.6%
CL vs WPM
+5,236.6%
-4,693.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.3% |
| 7D | +1.3% | +16.9% | -15.6% | +0.4% |
| 30D | +11.4% | +2.0% | +9.4% | +11.1% |
| 3M | +4.4% | +8.9% | -4.5% | +3.6% |
| 6M | +10.8% | +1.6% | +9.2% | +10.2% |
| YTD | +25.1% | +16.5% | +8.6% | +23.0% |
| 1Y | +28.0% | +42.2% | -14.2% | +24.1% |
| 3Y | +37.6% | +213.3% | -175.7% | +26.1% |
| 5Y | +39.7% | +249.9% | -210.2% | +26.4% |
| 10Y | +75.8% | +549.4% | -473.6% | +50.9% |
| All | +543.6% | +5,236.6% | -4,693.0% | +344.3% |
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