+64.8%
CF vs WPM
+225.6%
-160.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.1% | +7.7% | +2.5% |
| 7D | +4.8% | +16.4% | -11.6% | +5.1% |
| 30D | +9.7% | -1.5% | +11.2% | +10.0% |
| 3M | +1.2% | +2.6% | -1.3% | +1.7% |
| 6M | +7.4% | -1.3% | +8.7% | +8.2% |
| YTD | +60.5% | +16.8% | +43.8% | +58.0% |
| 1Y | +50.7% | +34.1% | +16.6% | +46.2% |
| 3Y | +64.8% | +225.1% | -160.3% | +41.7% |
| All | +64.8% | +225.6% | -160.8% | +41.7% |
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