+49.3%
WM vs CAG
-32.9%
+82.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.6% | +0.6% |
| 7D | +4.5% | +11.4% | -6.9% | +2.0% |
| 30D | +16.1% | +16.7% | -0.6% | +12.3% |
| 3M | +8.0% | +4.5% | +3.5% | +6.6% |
| 6M | +8.4% | +13.3% | -4.9% | +5.1% |
| YTD | +11.2% | -4.2% | +15.4% | +10.9% |
| 1Y | +22.3% | -2.9% | +25.2% | +21.7% |
| All | +49.3% | -32.9% | +82.2% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling