+525.4%
WPM vs CGNX
+193.6%
+331.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +1.6% |
| 7D | -0.6% | +3.2% | -3.7% | -0.9% |
| 30D | +14.4% | +6.0% | +8.4% | +13.4% |
| 3M | +37.0% | +3.5% | +33.4% | +35.9% |
| 6M | +4.1% | +26.3% | -22.2% | +0.9% |
| YTD | +31.7% | +79.2% | -47.5% | +21.0% |
| 1Y | +44.2% | +43.8% | +0.4% | +35.6% |
| 3Y | +265.5% | +52.0% | +213.5% | +234.0% |
| 5Y | +262.5% | -24.0% | +286.5% | +256.2% |
| All | +525.4% | +193.6% | +331.8% | +302.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling