+362.4%
CFG vs WWD
+654.9%
-292.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.7% |
| 7D | +1.5% | +1.3% | +0.2% | +0.8% |
| 30D | -3.8% | -7.2% | +3.3% | +0.3% |
| 3M | +11.5% | -3.8% | +15.3% | +12.3% |
| 6M | +19.2% | -9.9% | +29.1% | +23.6% |
| YTD | +23.7% | +14.8% | +8.9% | +9.8% |
| 1Y | +38.8% | +42.1% | -3.2% | +6.8% |
| 3Y | +178.9% | +170.8% | +8.1% | +36.6% |
| 5Y | +101.8% | +197.5% | -95.7% | -10.8% |
| 10Y | +317.3% | +477.8% | -160.5% | +20.1% |
| All | +362.4% | +654.9% | -292.5% | +15.3% |
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