+40.0%
WPM vs CRL
+85.3%
-45.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -7.3% | +19.3% | +13.3% |
| 7D | +3.9% | -12.8% | +16.6% | +6.5% |
| 30D | -3.5% | +5.0% | -8.5% | -5.3% |
| 3M | +14.1% | +39.4% | -25.3% | +6.0% |
| 6M | +6.2% | +89.4% | -83.1% | -7.0% |
| YTD | +12.4% | +63.6% | -51.2% | -1.1% |
| 1Y | +40.0% | +83.5% | -43.5% | +23.5% |
| All | +40.0% | +85.3% | -45.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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