+165.0%
CMI vs WPM
+263.6%
-98.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.9% |
| 7D | -0.7% | -0.6% | -0.2% | -0.6% |
| 30D | -12.4% | +14.4% | -26.8% | -14.8% |
| 3M | -14.8% | +37.0% | -51.8% | -20.0% |
| 6M | +0.8% | +4.1% | -3.3% | -1.4% |
| YTD | +10.2% | +31.7% | -21.5% | +4.4% |
| 1Y | +37.4% | +44.2% | -6.7% | +28.6% |
| 3Y | +153.3% | +265.5% | -112.2% | +106.9% |
| All | +165.0% | +263.6% | -98.6% | +105.4% |
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 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