+112.0%
CF vs WPM
+246.3%
-134.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.5% |
| 7D | -3.2% | +16.9% | -20.1% | -4.2% |
| 30D | +4.3% | +2.0% | +2.4% | +4.2% |
| 3M | +2.8% | +8.9% | -6.1% | +2.0% |
| 6M | +0.6% | +1.6% | -1.0% | +0.3% |
| YTD | +56.6% | +16.5% | +40.1% | +50.4% |
| 1Y | +49.6% | +42.2% | +7.4% | +38.6% |
| 3Y | +61.5% | +213.3% | -151.8% | +24.3% |
| All | +112.0% | +246.3% | -134.3% | +59.9% |
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