+77.2%
CME vs WPM
+261.1%
-184.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.9% | +7.0% | -9.9% | -3.3% |
| 30D | +5.5% | +15.7% | -10.2% | +4.5% |
| 3M | +11.0% | +35.2% | -24.2% | +8.6% |
| 6M | -9.7% | +6.1% | -15.8% | -10.1% |
| YTD | +4.9% | +32.6% | -27.7% | +1.8% |
| 1Y | +10.1% | +46.9% | -36.8% | +5.4% |
| 3Y | +53.5% | +276.3% | -222.8% | +32.2% |
| 5Y | +77.2% | +260.0% | -182.8% | +48.7% |
| All | +77.2% | +261.1% | -184.0% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling