+320.3%
CFG vs WWD
+569.1%
-248.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.0% | +2.8% | +0.3% |
| 7D | -2.2% | -2.6% | +0.4% | -0.9% |
| 30D | +0.4% | -7.7% | +8.1% | +4.5% |
| 3M | -12.6% | -17.7% | +5.1% | -3.0% |
| 6M | +0.6% | -15.9% | +16.5% | +8.6% |
| YTD | +12.4% | +1.8% | +10.7% | +6.3% |
| 1Y | +27.7% | +17.4% | +10.3% | +9.5% |
| 3Y | +172.4% | +137.1% | +35.3% | +43.0% |
| 5Y | +64.0% | +162.4% | -98.4% | -22.4% |
| 10Y | +252.8% | +452.5% | -199.7% | +4.1% |
| All | +320.3% | +569.1% | -248.8% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling