+34.3%
WBD vs CFG
+25.4%
+8.9%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +1.6% | +12.6% | +13.9% |
| 7D | +14.2% | +1.6% | +12.6% | +13.9% |
| 30D | +14.2% | +1.6% | +12.6% | +13.9% |
| 3M | +14.2% | +1.6% | +12.6% | +13.9% |
| 6M | +13.3% | +6.9% | +6.4% | +12.0% |
| YTD | +7.4% | +12.4% | -5.0% | +4.2% |
| All | +34.3% | +25.4% | +8.9% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling