+471.5%
CF vs WPM
+659.5%
-188.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +10.4% | +3.1% | +7.2% | +10.1% |
| 30D | +7.6% | -1.8% | +9.4% | +7.6% |
| 3M | +5.2% | +1.0% | +4.2% | +4.9% |
| 6M | -0.1% | -5.4% | +5.4% | 0.0% |
| YTD | +61.7% | +15.9% | +45.8% | +57.5% |
| 1Y | +50.3% | +30.8% | +19.5% | +44.6% |
| 3Y | +66.0% | +222.6% | -156.7% | +44.1% |
| 5Y | +114.5% | +227.4% | -112.9% | +83.3% |
| 10Y | +471.5% | +757.8% | -286.3% | +390.1% |
| All | +471.5% | +659.5% | -188.0% | +390.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling