+1,419.8%
WM vs CF
+4,965.4%
-3,545.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +2.3% |
| 7D | +5.9% | -6.9% | +12.8% | +7.0% |
| 30D | +15.4% | -3.7% | +19.1% | +16.0% |
| 3M | +6.3% | -5.0% | +11.3% | +6.9% |
| 6M | +5.6% | -10.5% | +16.1% | +6.8% |
| YTD | +9.9% | +46.5% | -36.6% | +2.8% |
| 1Y | +20.8% | +34.8% | -14.0% | +14.2% |
| 3Y | +48.5% | +46.7% | +1.8% | +36.7% |
| 5Y | +60.6% | +112.0% | -51.4% | +35.7% |
| 10Y | +349.8% | +529.7% | -179.9% | +203.3% |
| All | +1,419.8% | +4,965.4% | -3,545.7% | +533.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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