+512.7%
WPM vs CRL
+249.3%
+263.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -3.4% |
| 7D | -3.6% | -6.9% | +3.3% | -2.7% |
| 30D | +12.5% | -3.2% | +15.7% | +13.0% |
| 3M | +40.6% | +46.5% | -5.9% | +34.4% |
| 6M | +0.5% | +63.1% | -62.6% | -5.3% |
| YTD | +29.0% | +36.9% | -7.8% | +23.6% |
| 1Y | +43.8% | +78.1% | -34.3% | +33.5% |
| 3Y | +266.3% | +36.7% | +229.6% | +243.7% |
| 5Y | +255.1% | -38.1% | +293.2% | +266.0% |
| All | +512.7% | +249.3% | +263.3% | +409.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling