+29,154.7%
WM vs CAG
+614.4%
+28,540.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.6% | +0.5% |
| 7D | +4.5% | +11.4% | -6.9% | +2.0% |
| 30D | +16.1% | +16.7% | -0.6% | +12.1% |
| 3M | +8.0% | +4.5% | +3.5% | +6.8% |
| 6M | +8.4% | +13.3% | -4.9% | +5.0% |
| YTD | +11.2% | -4.2% | +15.4% | +11.3% |
| 1Y | +22.3% | -2.9% | +25.2% | +22.1% |
| 3Y | +50.2% | -33.2% | +83.4% | +61.3% |
| 5Y | +63.3% | -38.4% | +101.7% | +77.6% |
| 10Y | +355.0% | -36.4% | +391.4% | +376.2% |
| All | +29,154.7% | +614.4% | +28,540.3% | +17,788.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling