+51.5%
WPM vs CAI
-31.3%
+82.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +1.1% | -2.2% | +3.3% | +1.6% |
| 30D | +26.4% | +52.4% | -26.0% | +17.2% |
| 3M | +20.8% | +45.1% | -24.2% | +12.7% |
| 6M | +1.1% | +26.2% | -25.1% | -5.0% |
| YTD | +32.5% | -7.1% | +39.5% | +29.7% |
| 1Y | +51.5% | -31.0% | +82.6% | +51.4% |
| All | +51.5% | -31.3% | +82.8% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling