+274.2%
CME vs WPM
+558.4%
-284.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | +0.4% |
| 7D | -1.6% | -0.6% | -1.0% | -1.6% |
| 30D | +5.6% | +14.4% | -8.8% | +4.7% |
| 3M | +5.6% | +37.0% | -31.4% | +3.5% |
| 6M | -8.3% | +4.1% | -12.4% | -8.7% |
| YTD | +4.3% | +31.7% | -27.4% | +1.9% |
| 1Y | +9.1% | +44.2% | -35.1% | +5.7% |
| 3Y | +52.1% | +265.5% | -213.4% | +37.5% |
| 5Y | +79.7% | +262.5% | -182.8% | +61.5% |
| All | +274.2% | +558.4% | -284.2% | +235.0% |
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