+33.7%
CFG vs WAB
+46.5%
-12.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | +1.8% | +4.5% | -2.8% | -0.2% |
| 30D | +3.3% | +1.1% | +2.2% | +2.7% |
| 3M | -9.8% | -1.3% | -8.6% | -9.4% |
| 6M | +5.2% | +12.7% | -7.6% | -1.9% |
| YTD | +16.1% | +38.7% | -22.6% | -9.0% |
| 1Y | +33.7% | +44.9% | -11.3% | +0.4% |
| All | +33.7% | +46.5% | -12.9% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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