+750.7%
CMS vs WPM
+5,236.6%
-4,485.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.4% |
| 7D | -1.3% | +16.9% | -18.2% | -2.9% |
| 30D | +6.3% | +2.0% | +4.4% | +5.9% |
| 3M | -2.1% | +8.9% | -11.0% | -3.3% |
| 6M | -5.1% | +1.6% | -6.7% | -6.0% |
| YTD | +1.3% | +16.5% | -15.2% | -1.7% |
| 1Y | -1.4% | +42.2% | -43.6% | -6.3% |
| 3Y | +36.9% | +213.3% | -176.4% | +18.7% |
| 5Y | +32.5% | +249.9% | -217.4% | +12.7% |
| 10Y | +126.8% | +549.4% | -422.6% | +76.3% |
| All | +750.7% | +5,236.6% | -4,485.9% | +388.5% |
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