+72.9%
WPM vs CAI
-11.0%
+83.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.2% | +1.6% |
| 7D | +3.9% | -3.1% | +7.0% | +4.4% |
| 30D | +17.7% | +2.7% | +15.0% | +17.1% |
| 3M | +39.4% | +41.7% | -2.3% | +32.3% |
| 6M | +6.4% | +26.5% | -20.1% | +1.2% |
| YTD | +34.0% | -10.9% | +44.9% | +31.0% |
| 1Y | +50.5% | -29.2% | +79.7% | +47.5% |
| All | +72.9% | -11.0% | +83.9% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling