+4,100.0%
CMG vs WPM
+2,946.1%
+1,153.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.5% | +7.0% | -8.5% | -2.2% |
| 30D | +12.7% | +15.7% | -3.0% | +10.9% |
| 3M | +26.3% | +35.2% | -8.9% | +22.0% |
| 6M | +4.5% | +6.1% | -1.6% | +3.1% |
| YTD | -0.1% | +32.6% | -32.7% | -4.1% |
| 1Y | -6.8% | +46.9% | -53.7% | -11.8% |
| 3Y | -5.0% | +276.3% | -281.3% | -19.7% |
| 5Y | -3.0% | +260.0% | -263.0% | -18.5% |
| 10Y | +323.6% | +508.5% | -185.0% | +228.4% |
| All | +4,100.0% | +2,946.1% | +1,153.9% | +1,812.7% |
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 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