+216.7%
CTVA vs WPM
+725.7%
-509.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | -4.5% | -0.6% | -4.0% | -4.5% |
| 30D | +11.3% | +14.4% | -3.1% | +9.2% |
| 3M | +12.3% | +37.0% | -24.7% | +7.5% |
| 6M | +7.2% | +4.1% | +3.1% | +5.8% |
| YTD | +26.0% | +31.7% | -5.7% | +20.1% |
| 1Y | +16.0% | +44.2% | -28.1% | +8.9% |
| 3Y | +73.9% | +265.5% | -191.6% | +42.9% |
| 5Y | +103.8% | +262.5% | -158.7% | +65.7% |
| All | +216.7% | +725.7% | -509.0% | +202.3% |
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