+113.8%
CF vs WPM
+218.7%
-104.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.5% |
| 7D | +5.4% | -0.5% | +5.9% | +5.3% |
| 30D | +6.5% | -3.1% | +9.7% | +6.7% |
| 3M | +4.6% | -2.2% | +6.8% | +4.6% |
| 6M | -3.3% | -7.4% | +4.1% | -2.8% |
| YTD | +63.9% | +12.6% | +51.2% | +57.7% |
| 1Y | +50.4% | +22.8% | +27.6% | +42.4% |
| 3Y | +68.2% | +213.6% | -145.4% | +28.8% |
| 5Y | +113.8% | +211.2% | -97.3% | +70.5% |
| All | +113.8% | +218.7% | -104.8% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling