+206.6%
CFG vs WAB
+269.8%
-63.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | +0.1% |
| 7D | +1.6% | +7.9% | -6.3% | -4.0% |
| 30D | +3.3% | +4.9% | -1.6% | -0.7% |
| 3M | -11.5% | +1.8% | -13.3% | -13.3% |
| 6M | +6.2% | +12.0% | -5.7% | -4.0% |
| YTD | +14.3% | +41.3% | -27.0% | -13.7% |
| 1Y | +26.7% | +43.8% | -17.1% | -5.6% |
| 3Y | +187.8% | +171.1% | +16.7% | +31.0% |
| 5Y | +61.3% | +217.7% | -156.4% | -35.7% |
| All | +206.6% | +269.8% | -63.2% | -10.6% |
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