+881.1%
CME vs WPM
+5,967.5%
-5,086.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | +6.2% | +26.4% | -20.1% | +3.0% |
| 3M | +10.4% | +20.8% | -10.4% | +7.3% |
| 6M | -9.5% | +1.1% | -10.6% | -10.5% |
| YTD | +6.0% | +32.5% | -26.4% | +0.9% |
| 1Y | +9.3% | +51.5% | -42.3% | +1.9% |
| 3Y | +57.7% | +267.0% | -209.4% | +29.9% |
| 5Y | +77.7% | +250.1% | -172.4% | +45.5% |
| 10Y | +281.2% | +540.4% | -259.1% | +176.1% |
| All | +881.1% | +5,967.5% | -5,086.4% | +268.4% |
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