-5.1%
CNH vs WPM
+266.6%
-271.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.6% | +5.3% | +9.6% |
| 7D | +8.6% | +20.8% | -12.3% | +3.9% |
| 30D | +12.6% | +3.8% | +8.7% | +11.3% |
| 3M | +17.5% | +7.4% | +10.1% | +14.9% |
| 6M | +18.1% | +4.0% | +14.1% | +15.7% |
| YTD | +40.4% | +23.0% | +17.4% | +30.4% |
| 1Y | +34.0% | +45.9% | -12.0% | +19.2% |
| 3Y | +35.3% | +242.9% | -207.6% | -12.8% |
| 5Y | -5.1% | +259.5% | -264.6% | -41.0% |
| All | -5.1% | +266.6% | -271.7% | -41.0% |
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 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