+598.0%
CNP vs WPM
+5,535.3%
-4,937.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.2% | -0.2% |
| 7D | -4.3% | +20.8% | -25.1% | -6.3% |
| 30D | +5.7% | +3.8% | +1.9% | +5.1% |
| 3M | +0.9% | +7.4% | -6.5% | -0.3% |
| 6M | -1.1% | +4.0% | -5.0% | -2.3% |
| YTD | +8.3% | +23.0% | -14.8% | +4.2% |
| 1Y | +5.9% | +45.9% | -40.0% | -0.2% |
| 3Y | +64.6% | +242.9% | -178.3% | +39.4% |
| 5Y | +74.6% | +259.5% | -184.9% | +45.7% |
| 10Y | +139.8% | +577.7% | -437.9% | +82.0% |
| All | +598.0% | +5,535.3% | -4,937.3% | +307.6% |
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