+234.5%
WPM vs CRL
-9.4%
+243.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -3.0% | -4.8% |
| 7D | +16.4% | -1.7% | +18.1% | +16.4% |
| 30D | -1.5% | +14.6% | -16.0% | -3.3% |
| 3M | +2.6% | +24.8% | -22.3% | -0.3% |
| 6M | -1.3% | +94.7% | -96.0% | -8.6% |
| YTD | +16.8% | +73.4% | -56.6% | +8.9% |
| 1Y | +34.1% | +104.7% | -70.5% | +23.3% |
| 3Y | +225.1% | +101.1% | +124.1% | +191.8% |
| 5Y | +234.5% | -10.8% | +245.3% | +251.1% |
| All | +234.5% | -9.4% | +243.9% | +251.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling