+5,294.5%
CF vs WPM
+4,713.2%
+581.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.4% | +6.0% |
| 7D | +0.4% | +7.5% | -7.1% | -1.8% |
| 30D | +2.2% | -3.8% | +6.0% | +2.5% |
| 3M | +2.1% | +8.0% | -5.9% | -1.2% |
| 6M | -6.5% | +6.1% | -12.6% | -10.4% |
| YTD | +55.6% | +13.2% | +42.3% | +43.2% |
| 1Y | +42.3% | +37.9% | +4.4% | +23.9% |
| 3Y | +55.7% | +201.7% | -146.0% | +5.8% |
| 5Y | +122.4% | +240.0% | -117.6% | +42.4% |
| 10Y | +568.5% | +531.0% | +37.5% | +215.4% |
| All | +5,294.5% | +4,713.2% | +581.3% | +1,029.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling