+68.0%
CNH vs WPM
+647.5%
-579.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.2% |
| 7D | +23.3% | +1.1% | +22.2% | +23.1% |
| 30D | +33.5% | +26.4% | +7.1% | +29.1% |
| 3M | +32.7% | +20.8% | +11.9% | +28.8% |
| 6M | +22.2% | +1.1% | +21.1% | +21.1% |
| YTD | +57.7% | +32.5% | +25.2% | +50.5% |
| 1Y | +28.0% | +51.5% | -23.5% | +19.7% |
| 3Y | +11.5% | +267.0% | -255.5% | -8.4% |
| 5Y | +11.9% | +250.1% | -238.3% | -8.9% |
| 10Y | +162.8% | +540.4% | -377.6% | +97.6% |
| All | +68.0% | +647.5% | -579.6% | +15.2% |
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