+44.2%
WPM vs CAI
-26.7%
+70.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.8% | +1.8% |
| 7D | -0.6% | -2.9% | +2.4% | 0.0% |
| 30D | +14.4% | +9.3% | +5.1% | +12.5% |
| 3M | +37.0% | +35.2% | +1.8% | +29.3% |
| 6M | +4.1% | +30.7% | -26.6% | -2.8% |
| YTD | +31.7% | -9.8% | +41.5% | +29.7% |
| 1Y | +44.2% | -28.9% | +73.0% | +43.3% |
| All | +44.2% | -26.7% | +70.9% | +43.3% |
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