+8.7%
CNH vs WPM
+261.1%
-252.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.6% | -5.6% |
| 7D | +8.8% | +7.0% | +1.8% | +7.1% |
| 30D | +24.7% | +15.7% | +8.9% | +20.3% |
| 3M | +27.3% | +35.2% | -7.9% | +18.0% |
| 6M | +23.2% | +6.1% | +17.1% | +20.0% |
| YTD | +48.9% | +32.6% | +16.4% | +36.8% |
| 1Y | +19.4% | +46.9% | -27.5% | +6.5% |
| 3Y | +7.8% | +276.3% | -268.5% | -30.3% |
| 5Y | +8.7% | +260.0% | -251.3% | -38.1% |
| All | +8.7% | +261.1% | -252.4% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling