+160.7%
CNH vs WPM
+523.6%
-363.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.1% |
| 7D | +1.8% | +3.9% | -2.0% | +1.3% |
| 30D | +32.6% | +17.7% | +15.0% | +29.7% |
| 3M | +29.4% | +39.4% | -10.0% | +23.6% |
| 6M | +26.0% | +6.4% | +19.6% | +24.0% |
| YTD | +52.2% | +34.0% | +18.2% | +45.5% |
| 1Y | +23.9% | +50.5% | -26.6% | +16.5% |
| 3Y | +10.1% | +280.3% | -270.2% | -8.5% |
| 5Y | +13.2% | +266.3% | -253.2% | -7.3% |
| 10Y | +160.7% | +550.8% | -390.1% | +113.0% |
| All | +160.7% | +523.6% | -363.0% | +113.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling