-73.4%
WBD vs CFG
+59.3%
-132.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.8% |
| 7D | -13.9% | -3.8% | -10.1% | -12.4% |
| 30D | -7.6% | -4.2% | -3.4% | -5.7% |
| 3M | -28.3% | -16.6% | -11.7% | -22.3% |
| 6M | -22.3% | +2.2% | -24.6% | -23.6% |
| YTD | +6.9% | -32.4% | +39.3% | +26.0% |
| 1Y | -6.2% | -35.8% | +29.6% | +13.3% |
| 3Y | -55.8% | -12.5% | -43.3% | -53.9% |
| 5Y | -69.3% | -17.1% | -52.2% | -69.7% |
| All | -73.4% | +59.3% | -132.7% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling