+1,619.3%
CP vs WPM
+5,236.6%
-3,617.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.2% |
| 7D | +2.8% | +16.9% | -14.1% | -0.1% |
| 30D | +10.2% | +2.0% | +8.3% | +9.6% |
| 3M | +2.4% | +8.9% | -6.6% | +0.3% |
| 6M | +7.7% | +1.6% | +6.1% | +6.1% |
| YTD | +26.0% | +16.5% | +9.5% | +20.1% |
| 1Y | +34.6% | +42.2% | -7.6% | +23.7% |
| 3Y | +26.7% | +213.3% | -186.6% | -0.8% |
| 5Y | +24.9% | +249.9% | -225.0% | -5.5% |
| 10Y | +258.6% | +549.4% | -290.7% | +128.3% |
| All | +1,619.3% | +5,236.6% | -3,617.2% | +472.4% |
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