+5,928.6%
WPM vs CPB
+34.6%
+5,894.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.4% |
| 7D | +1.1% | -8.6% | +9.7% | +2.6% |
| 30D | +26.4% | -7.2% | +33.6% | +27.9% |
| 3M | +20.8% | +0.9% | +19.9% | +20.0% |
| 6M | +1.1% | -11.8% | +12.9% | +2.8% |
| YTD | +32.5% | -19.4% | +51.9% | +36.8% |
| 1Y | +51.5% | -30.4% | +81.9% | +60.5% |
| 3Y | +267.0% | -40.2% | +307.2% | +295.1% |
| 5Y | +250.1% | -39.5% | +289.6% | +272.4% |
| 10Y | +540.4% | -47.4% | +587.7% | +593.7% |
| All | +5,928.6% | +34.6% | +5,894.0% | +4,028.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling