+12.0%
WBD vs CFG
+311.8%
-299.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | -0.6% | -1.7% | +1.1% | +0.2% |
| 30D | +4.2% | -4.6% | +8.8% | +6.4% |
| 3M | +7.5% | +7.9% | -0.4% | +3.3% |
| 6M | +1.6% | +19.9% | -18.3% | -7.6% |
| YTD | -2.2% | +21.7% | -23.8% | -12.3% |
| 1Y | +124.9% | +38.4% | +86.4% | +88.7% |
| 3Y | +149.1% | +187.0% | -37.9% | +46.2% |
| 5Y | +7.8% | +99.5% | -91.7% | -26.2% |
| All | +12.0% | +311.8% | -299.8% | -46.4% |
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