+362.4%
CFG vs WPM
+769.2%
-406.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +1.5% | +1.1% | +0.5% | +1.5% |
| 30D | -3.8% | +26.4% | -30.2% | -4.1% |
| 3M | +11.5% | +20.8% | -9.3% | +11.2% |
| 6M | +19.2% | +1.1% | +18.1% | +19.0% |
| YTD | +23.7% | +32.5% | -8.8% | +23.3% |
| 1Y | +38.8% | +51.5% | -12.7% | +38.3% |
| 3Y | +178.9% | +267.0% | -88.1% | +176.1% |
| 5Y | +101.8% | +250.1% | -148.3% | +98.8% |
| 10Y | +317.3% | +540.4% | -223.1% | +334.0% |
| All | +362.4% | +769.2% | -406.9% | +380.2% |
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 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