+39.4%
CFG vs WPM
+46.9%
-7.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.7% | +7.0% | -4.3% | +2.3% |
| 30D | -3.7% | +15.7% | -19.4% | -4.6% |
| 3M | +9.5% | +35.2% | -25.7% | +6.8% |
| 6M | +22.2% | +6.1% | +16.2% | +21.1% |
| YTD | +22.3% | +32.6% | -10.2% | +20.0% |
| 1Y | +39.4% | +46.9% | -7.5% | +35.7% |
| All | +39.4% | +46.9% | -7.4% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling