+45.7%
CNH vs WPM
+554.0%
-508.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.0% |
| 7D | +6.7% | +3.1% | +3.6% | +6.3% |
| 30D | +7.2% | -1.8% | +9.0% | +7.3% |
| 3M | +17.5% | +1.0% | +16.5% | +17.0% |
| 6M | +15.0% | -5.4% | +20.4% | +15.1% |
| YTD | +36.8% | +15.9% | +20.9% | +32.7% |
| 1Y | +27.6% | +30.8% | -3.2% | +21.8% |
| 3Y | +34.3% | +222.6% | -188.3% | +12.1% |
| 5Y | -12.2% | +227.4% | -239.6% | -27.7% |
| 10Y | +113.9% | +757.8% | -643.9% | +54.8% |
| All | +45.7% | +554.0% | -508.3% | +1.6% |
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