+488.3%
CL vs WPM
+5,967.5%
-5,479.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | +4.9% | +20.8% | -15.9% | +3.4% |
| 6M | -5.7% | +1.1% | -6.8% | -6.1% |
| YTD | +14.4% | +32.5% | -18.1% | +11.7% |
| 1Y | +8.7% | +51.5% | -42.8% | +5.1% |
| 3Y | +30.0% | +267.0% | -237.0% | +18.1% |
| 5Y | +28.4% | +250.1% | -221.8% | +16.3% |
| 10Y | +50.1% | +540.4% | -490.3% | +29.0% |
| All | +488.3% | +5,967.5% | -5,479.2% | +303.6% |
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