+59.7%
WM vs CAG
-39.4%
+99.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.6% |
| 7D | +1.2% | +5.8% | -4.6% | -0.3% |
| 30D | +13.1% | +16.4% | -3.3% | +8.7% |
| 3M | +3.6% | +3.8% | -0.2% | +2.3% |
| 6M | +8.1% | +10.8% | -2.7% | +4.7% |
| YTD | +8.9% | -5.8% | +14.7% | +9.4% |
| 1Y | +20.3% | -2.4% | +22.7% | +19.7% |
| 3Y | +46.2% | -33.4% | +79.6% | +57.7% |
| All | +59.7% | -39.4% | +99.2% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling