+8.4%
WM vs CAG
+15.2%
-6.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.6% | +0.3% |
| 7D | +4.5% | +11.4% | -6.9% | +0.9% |
| 30D | +16.1% | +16.7% | -0.6% | +10.9% |
| 3M | +8.0% | +4.5% | +3.5% | +5.7% |
| 6M | +8.4% | +13.3% | -4.9% | +2.6% |
| All | +8.4% | +15.2% | -6.7% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling