+5,214.4%
WPM vs CRL
+599.3%
+4,615.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.1% | -3.0% | -4.6% |
| 7D | +16.4% | -1.7% | +18.1% | +16.5% |
| 30D | -1.5% | +14.6% | -16.0% | -4.9% |
| 3M | +2.6% | +24.8% | -22.3% | -2.8% |
| 6M | -1.3% | +94.7% | -96.0% | -15.7% |
| YTD | +16.8% | +73.4% | -56.6% | +1.6% |
| 1Y | +34.1% | +104.7% | -70.5% | +12.3% |
| 3Y | +225.1% | +101.1% | +124.1% | +157.1% |
| 5Y | +234.5% | -10.8% | +245.3% | +218.7% |
| 10Y | +674.1% | +358.8% | +315.3% | +309.3% |
| All | +5,214.4% | +599.3% | +4,615.1% | +1,863.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling