+173.3%
CFG vs WPM
+212.7%
-39.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.1% |
| 7D | -0.9% | +16.9% | -17.8% | -2.0% |
| 30D | +1.1% | +2.0% | -0.9% | +0.8% |
| 3M | -12.0% | +8.9% | -20.9% | -12.7% |
| 6M | -2.2% | +1.6% | -3.8% | -2.8% |
| YTD | +11.4% | +16.5% | -5.1% | +9.7% |
| 1Y | +27.8% | +42.2% | -14.4% | +24.9% |
| 3Y | +173.3% | +213.3% | -40.0% | +123.2% |
| All | +173.3% | +212.7% | -39.4% | +123.2% |
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