+192.1%
CFG vs WPM
+214.5%
-22.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +3.2% | -3.6% | +6.8% | +3.5% |
| 30D | +5.1% | +1.4% | +3.7% | +4.9% |
| 3M | -11.2% | -0.2% | -11.1% | -11.4% |
| 6M | +9.6% | -7.3% | +16.9% | +9.7% |
| YTD | +15.0% | +12.3% | +2.6% | +13.5% |
| 1Y | +29.9% | +24.9% | +5.0% | +27.6% |
| 3Y | +192.1% | +210.4% | -18.3% | +136.1% |
| All | +192.1% | +214.5% | -22.4% | +136.1% |
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