+308.6%
CFG vs WAB
+283.1%
+25.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.5% |
| 7D | +2.7% | +1.7% | +1.0% | +1.4% |
| 30D | -3.7% | -2.4% | -1.3% | -2.0% |
| 3M | +9.5% | +9.7% | -0.2% | +1.1% |
| 6M | +22.2% | +16.5% | +5.7% | +7.4% |
| YTD | +22.3% | +33.7% | -11.4% | -3.2% |
| 1Y | +39.4% | +49.7% | -10.2% | +1.1% |
| 3Y | +188.5% | +170.9% | +17.6% | +32.5% |
| 5Y | +101.5% | +228.0% | -126.5% | -20.9% |
| 10Y | +308.6% | +284.8% | +23.8% | +20.2% |
| All | +308.6% | +283.1% | +25.5% | +20.2% |
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