+60.4%
CFG vs WAB
+214.2%
-153.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +1.2% |
| 7D | +3.2% | +5.1% | -1.9% | -0.3% |
| 30D | +5.1% | +4.0% | +1.1% | +2.0% |
| 3M | -11.2% | +0.1% | -11.3% | -11.8% |
| 6M | +9.6% | +12.8% | -3.2% | -1.0% |
| YTD | +15.0% | +40.1% | -25.1% | -12.1% |
| 1Y | +29.9% | +46.4% | -16.5% | -4.0% |
| 3Y | +192.1% | +167.4% | +24.7% | +34.7% |
| All | +60.4% | +214.2% | -153.8% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling