+224.3%
CTVA vs WPM
+731.0%
-506.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -2.1% | +7.0% | -9.1% | -2.9% |
| 30D | +12.0% | +15.7% | -3.7% | +9.8% |
| 3M | +13.5% | +35.2% | -21.7% | +8.8% |
| 6M | +12.1% | +6.1% | +6.0% | +10.4% |
| YTD | +29.0% | +32.6% | -3.6% | +22.9% |
| 1Y | +18.9% | +46.9% | -28.0% | +11.3% |
| 3Y | +78.9% | +276.3% | -197.4% | +46.5% |
| 5Y | +105.2% | +260.0% | -154.8% | +66.9% |
| All | +224.3% | +731.0% | -506.8% | +209.3% |
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 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