+237.0%
CFG vs WAB
+305.5%
-68.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | -0.8% |
| 7D | +0.3% | +4.0% | -3.7% | -2.7% |
| 30D | +3.2% | +4.5% | -1.2% | -0.4% |
| 3M | -9.7% | +2.3% | -12.0% | -11.8% |
| 6M | +3.6% | +12.5% | -8.8% | -6.7% |
| YTD | +14.7% | +40.2% | -25.5% | -12.9% |
| 1Y | +29.6% | +45.2% | -15.6% | -4.3% |
| 3Y | +190.6% | +171.8% | +18.8% | +31.8% |
| 5Y | +67.1% | +217.6% | -150.5% | -33.5% |
| 10Y | +237.0% | +285.3% | -48.3% | -3.2% |
| All | +237.0% | +305.5% | -68.4% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling