+50.5%
WPM vs CPB
-30.8%
+81.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | +3.9% | -8.0% | +11.9% | +3.5% |
| 30D | +17.7% | -2.4% | +20.1% | +17.5% |
| 3M | +39.4% | +0.5% | +38.9% | +40.2% |
| 6M | +6.4% | -10.5% | +16.9% | +6.3% |
| YTD | +34.0% | -17.5% | +51.5% | +33.6% |
| 1Y | +50.5% | -31.0% | +81.5% | +43.7% |
| All | +50.5% | -30.8% | +81.3% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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