+652.2%
CNC vs WPM
+5,972.6%
-5,320.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -1.0% | +7.0% | -8.0% | -1.5% |
| 30D | -1.8% | +15.7% | -17.5% | -2.9% |
| 3M | -0.7% | +35.2% | -35.9% | -3.0% |
| 6M | +47.9% | +6.1% | +41.9% | +46.4% |
| YTD | +56.9% | +32.6% | +24.4% | +52.5% |
| 1Y | +123.9% | +46.9% | +77.0% | +115.4% |
| 3Y | -1.3% | +276.3% | -277.6% | -12.5% |
| 5Y | +2.8% | +260.0% | -257.2% | -9.2% |
| 10Y | +90.9% | +508.5% | -417.7% | +58.4% |
| All | +652.2% | +5,972.6% | -5,320.4% | +404.0% |
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