+233.3%
CP vs WPM
+523.6%
-290.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.3% |
| 7D | +0.6% | +3.9% | -3.3% | +0.1% |
| 30D | -0.5% | +17.7% | -18.2% | -2.6% |
| 3M | +0.1% | +39.4% | -39.4% | -4.4% |
| 6M | +7.8% | +6.4% | +1.4% | +6.2% |
| YTD | +22.9% | +34.0% | -11.1% | +17.0% |
| 1Y | +21.3% | +50.5% | -29.2% | +13.5% |
| 3Y | +20.4% | +280.3% | -259.9% | -1.6% |
| 5Y | +34.9% | +266.3% | -231.4% | +9.2% |
| 10Y | +233.3% | +550.8% | -317.5% | +160.2% |
| All | +233.3% | +523.6% | -290.3% | +160.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling