+316.4%
CFG vs WPM
+664.5%
-348.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.0% |
| 7D | -0.9% | +16.9% | -17.8% | -1.1% |
| 30D | +1.1% | +2.0% | -0.9% | +1.0% |
| 3M | -12.0% | +8.9% | -20.9% | -12.1% |
| 6M | -2.2% | +1.6% | -3.8% | -2.4% |
| YTD | +11.4% | +16.5% | -5.1% | +11.2% |
| 1Y | +27.8% | +42.2% | -14.4% | +27.5% |
| 3Y | +173.3% | +213.3% | -40.0% | +170.8% |
| 5Y | +62.4% | +249.9% | -187.5% | +60.7% |
| 10Y | +249.6% | +549.4% | -299.8% | +265.0% |
| All | +316.4% | +664.5% | -348.1% | +332.9% |
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 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