+62.8%
CVE vs WPM
+933.8%
-871.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.5% | -2.9% |
| 7D | -14.1% | +7.5% | -21.5% | -15.8% |
| 30D | -11.6% | -3.8% | -7.8% | -11.4% |
| 3M | 0.0% | +8.0% | -7.9% | -2.8% |
| 6M | -8.4% | +6.1% | -14.4% | -11.7% |
| YTD | +65.9% | +13.2% | +52.7% | +55.1% |
| 1Y | +69.4% | +37.9% | +31.5% | +50.7% |
| 3Y | +55.9% | +201.7% | -145.8% | +11.6% |
| 5Y | +146.2% | +240.0% | -93.9% | +68.1% |
| 10Y | +140.6% | +531.0% | -390.4% | +32.5% |
| All | +62.8% | +933.8% | -871.1% | -37.1% |
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