+5,928.6%
WPM vs CRL
+483.4%
+5,445.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | +1.1% | -1.0% | +2.1% | +1.3% |
| 30D | +26.4% | +10.7% | +15.7% | +23.7% |
| 3M | +20.8% | +55.3% | -34.5% | +9.5% |
| 6M | +1.1% | +60.7% | -59.5% | -9.7% |
| YTD | +32.5% | +44.6% | -12.2% | +20.7% |
| 1Y | +51.5% | +77.7% | -26.2% | +31.0% |
| 3Y | +267.0% | +37.6% | +229.4% | +219.9% |
| 5Y | +250.1% | -35.8% | +286.0% | +262.8% |
| 10Y | +540.4% | +241.7% | +298.6% | +268.4% |
| All | +5,928.6% | +483.4% | +5,445.2% | +2,232.8% |
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