+33.7%
CFG vs WCN
+16.1%
+17.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +2.0% |
| 7D | +1.8% | +6.7% | -4.9% | +0.9% |
| 30D | +3.3% | +24.3% | -21.0% | +0.2% |
| 3M | -9.8% | +16.1% | -25.9% | -11.8% |
| 6M | +5.2% | +19.9% | -14.8% | +2.2% |
| YTD | +16.1% | +10.1% | +6.0% | +15.1% |
| 1Y | +33.7% | +14.4% | +19.3% | +31.1% |
| All | +33.7% | +16.1% | +17.6% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling