+1,006.9%
CME vs WPM
+5,208.0%
-4,201.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | +2.5% | +3.1% | -0.6% | +2.0% |
| 30D | +13.9% | -1.8% | +15.8% | +13.9% |
| 3M | +22.4% | +1.0% | +21.4% | +21.5% |
| 6M | +12.9% | -5.4% | +18.3% | +12.5% |
| YTD | +19.6% | +15.9% | +3.7% | +15.2% |
| 1Y | +17.7% | +30.8% | -13.2% | +11.5% |
| 3Y | +65.3% | +222.6% | -157.3% | +37.9% |
| 5Y | +75.1% | +227.4% | -152.2% | +44.0% |
| 10Y | +305.8% | +757.8% | -452.0% | +181.8% |
| All | +1,006.9% | +5,208.0% | -4,201.1% | +320.5% |
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