+276.3%
WPM vs CRL
+37.9%
+238.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.3% |
| 7D | +7.0% | -0.6% | +7.6% | +7.1% |
| 30D | +15.7% | +5.0% | +10.8% | +15.4% |
| 3M | +35.2% | +50.6% | -15.4% | +32.0% |
| 6M | +6.1% | +60.9% | -54.8% | +2.9% |
| YTD | +32.6% | +40.7% | -8.2% | +28.9% |
| 1Y | +46.9% | +73.3% | -26.4% | +42.0% |
| 3Y | +276.3% | +40.6% | +235.7% | +275.6% |
| All | +276.3% | +37.9% | +238.4% | +275.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling