+362.4%
CFG vs WAB
+272.5%
+89.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.6% |
| 7D | +1.5% | -3.2% | +4.7% | +3.8% |
| 30D | -3.8% | -4.4% | +0.6% | -0.8% |
| 3M | +11.5% | +7.9% | +3.6% | +4.6% |
| 6M | +19.2% | +8.7% | +10.5% | +10.7% |
| YTD | +23.7% | +33.0% | -9.3% | -0.5% |
| 1Y | +38.8% | +46.7% | -7.8% | +3.8% |
| 3Y | +178.9% | +153.0% | +25.9% | +40.3% |
| 5Y | +101.8% | +222.3% | -120.5% | -15.3% |
| 10Y | +317.3% | +291.0% | +26.3% | +37.9% |
| All | +362.4% | +272.5% | +89.9% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling