+71.1%
WPM vs CAI
-8.1%
+79.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +7.0% | +0.2% | +6.9% | +7.0% |
| 30D | +15.7% | +9.1% | +6.6% | +14.1% |
| 3M | +35.2% | +53.8% | -18.6% | +26.9% |
| 6M | +6.1% | +33.5% | -27.4% | +0.1% |
| YTD | +32.6% | -8.0% | +40.6% | +28.9% |
| 1Y | +46.9% | -28.7% | +75.6% | +43.2% |
| All | +71.1% | -8.1% | +79.1% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling