+328.7%
WM vs CFG
+248.3%
+80.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.4% |
| 7D | -0.5% | +0.3% | -0.7% | -0.5% |
| 30D | +13.3% | +3.2% | +10.1% | +12.7% |
| 3M | +4.4% | -9.7% | +14.1% | +6.1% |
| 6M | +10.8% | +3.6% | +7.2% | +9.9% |
| YTD | +9.1% | +14.7% | -5.6% | +5.9% |
| 1Y | +19.1% | +29.6% | -10.4% | +13.2% |
| 3Y | +45.7% | +190.6% | -144.9% | +16.0% |
| 5Y | +60.4% | +67.1% | -6.6% | +39.7% |
| 10Y | +328.7% | +237.0% | +91.7% | +207.2% |
| All | +328.7% | +248.3% | +80.5% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling