+17.1%
WBD vs CFG
+216.6%
-199.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +1.6% | +12.6% | +13.4% |
| 7D | +14.2% | +1.6% | +12.6% | +13.4% |
| 30D | +14.2% | +1.6% | +12.6% | +13.4% |
| 3M | +14.2% | +1.6% | +12.6% | +13.4% |
| 6M | +13.3% | +6.9% | +6.4% | +9.6% |
| YTD | +7.4% | +12.4% | -5.0% | +0.6% |
| 1Y | +63.0% | +23.1% | +39.9% | +45.7% |
| 3Y | +206.7% | +181.3% | +25.4% | +83.0% |
| 5Y | +18.4% | +61.2% | -42.8% | -10.7% |
| All | +17.1% | +216.6% | -199.5% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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