+306.8%
CFG vs WCN
+235.4%
+71.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.2% |
| 7D | -0.6% | -1.7% | +1.1% | +0.4% |
| 30D | -4.5% | -3.0% | -1.6% | -3.0% |
| 3M | +6.3% | +2.5% | +3.8% | +4.2% |
| 6M | +20.6% | -5.7% | +26.3% | +23.3% |
| YTD | +21.2% | -7.4% | +28.7% | +24.9% |
| 1Y | +38.2% | -8.6% | +46.8% | +43.0% |
| 3Y | +185.9% | +19.4% | +166.5% | +140.0% |
| 5Y | +97.0% | +27.2% | +69.8% | +53.3% |
| 10Y | +306.8% | +238.5% | +68.3% | +92.4% |
| All | +306.8% | +235.4% | +71.4% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling