+0.4%
CMS vs WPM
+46.9%
-46.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.2% | +7.0% | -5.8% | +1.2% |
| 30D | -3.2% | +15.7% | -18.9% | -3.3% |
| 3M | -2.2% | +35.2% | -37.4% | -2.5% |
| 6M | -9.4% | +6.1% | -15.5% | -9.2% |
| YTD | +0.7% | +32.6% | -31.9% | -0.1% |
| 1Y | +0.4% | +46.9% | -46.6% | -1.8% |
| All | +0.4% | +46.9% | -46.5% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling