+73.0%
CF vs WPM
+270.0%
-197.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.2% | -3.2% |
| 7D | +6.0% | +1.1% | +4.9% | +6.0% |
| 30D | +14.8% | +26.4% | -11.5% | +14.9% |
| 3M | +14.1% | +20.8% | -6.8% | +14.4% |
| 6M | +28.5% | +1.1% | +27.4% | +30.4% |
| YTD | +74.9% | +32.5% | +42.5% | +71.3% |
| 1Y | +61.7% | +51.5% | +10.2% | +55.4% |
| All | +73.0% | +270.0% | -197.0% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling