+20.1%
CP vs WPM
+53.7%
-33.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -2.7% | +1.1% | -3.8% | -2.8% |
| 30D | +0.2% | +26.4% | -26.2% | -2.2% |
| 3M | +2.6% | +20.8% | -18.3% | +0.7% |
| 6M | +6.0% | +1.1% | +4.9% | +5.5% |
| YTD | +24.9% | +32.5% | -7.5% | +20.7% |
| 1Y | +20.1% | +51.5% | -31.4% | +12.5% |
| All | +20.1% | +53.7% | -33.6% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling