+4.2%
WBD vs CFG
+100.9%
-96.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | +0.2% |
| 7D | -0.7% | +2.7% | -3.4% | -2.3% |
| 30D | +5.0% | -3.7% | +8.7% | +7.2% |
| 3M | +6.2% | +9.5% | -3.2% | 0.0% |
| 6M | +0.6% | +22.2% | -21.6% | -12.0% |
| YTD | -2.4% | +22.3% | -24.8% | -15.6% |
| 1Y | +127.7% | +39.4% | +88.2% | +80.2% |
| 3Y | +148.4% | +188.5% | -40.1% | +18.6% |
| 5Y | +4.2% | +101.5% | -97.3% | -39.5% |
| All | +4.2% | +100.9% | -96.7% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling