+102.5%
CFG vs WWD
+198.3%
-95.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.5% |
| 7D | +1.5% | +1.3% | +0.2% | +1.0% |
| 30D | -3.8% | -7.2% | +3.3% | -0.9% |
| 3M | +11.5% | -3.8% | +15.3% | +12.1% |
| 6M | +19.2% | -9.9% | +29.1% | +22.6% |
| YTD | +23.7% | +14.8% | +8.9% | +13.5% |
| 1Y | +38.8% | +42.1% | -3.2% | +14.5% |
| 3Y | +178.9% | +170.8% | +8.1% | +63.9% |
| All | +102.5% | +198.3% | -95.7% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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