+14.8%
CNH vs WPM
+38.8%
-24.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.0% | -12.2% | -2.6% |
| 7D | +6.5% | +3.9% | +2.6% | +5.5% |
| 30D | -12.0% | -3.5% | -8.5% | -11.4% |
| 3M | +4.4% | +14.1% | -9.7% | +0.6% |
| 6M | +15.7% | +6.2% | +9.5% | +12.9% |
| YTD | +28.2% | +12.4% | +15.8% | +20.2% |
| 1Y | +14.8% | +40.0% | -25.2% | +3.1% |
| All | +14.8% | +38.8% | -24.0% | +3.1% |
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