+5,174.0%
WPM vs CRL
+593.0%
+4,581.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +3.1% | +5.0% | -1.9% | +2.0% |
| 30D | -1.8% | +13.5% | -15.4% | -5.0% |
| 3M | +1.0% | +21.5% | -20.5% | -3.7% |
| 6M | -5.4% | +103.4% | -108.9% | -20.0% |
| YTD | +15.9% | +71.8% | -55.9% | +1.0% |
| 1Y | +30.8% | +97.5% | -66.7% | +10.4% |
| 3Y | +222.6% | +99.2% | +123.4% | +155.7% |
| 5Y | +227.4% | -12.1% | +239.5% | +213.1% |
| 10Y | +757.8% | +359.2% | +398.6% | +352.7% |
| All | +5,174.0% | +593.0% | +4,581.0% | +1,852.5% |
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