+326.4%
WM vs CAG
-38.9%
+365.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +1.2% | +6.6% | -5.5% | -0.5% |
| 30D | +13.7% | +13.9% | -0.2% | +10.0% |
| 3M | +5.2% | +4.0% | +1.2% | +4.0% |
| 6M | +11.2% | +10.0% | +1.2% | +8.0% |
| YTD | +9.4% | -6.1% | +15.6% | +10.1% |
| 1Y | +20.4% | -4.3% | +24.7% | +20.5% |
| 3Y | +44.7% | -34.6% | +79.2% | +57.4% |
| 5Y | +58.5% | -39.4% | +97.9% | +74.9% |
| 10Y | +326.4% | -34.2% | +360.5% | +347.2% |
| All | +326.4% | -38.9% | +365.2% | +347.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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