+40.0%
WPM vs CAI
+12.6%
+27.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.9% | +11.8% |
| 7D | +3.9% | -6.3% | +10.2% | +5.2% |
| 30D | -3.5% | +9.3% | -12.8% | -5.4% |
| 3M | +14.1% | +106.3% | -92.2% | -1.1% |
| 6M | +6.2% | +77.7% | -71.5% | -7.3% |
| YTD | +12.4% | +23.1% | -10.7% | +3.5% |
| 1Y | +40.0% | +6.5% | +33.4% | +29.5% |
| All | +40.0% | +12.6% | +27.4% | +29.5% |
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