+336.4%
WM vs CFG
+242.7%
+93.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | +13.1% | +1.1% | +12.0% | +12.9% |
| 3M | +3.6% | -12.0% | +15.6% | +5.8% |
| 6M | +8.1% | -2.2% | +10.3% | +8.3% |
| YTD | +8.9% | +11.4% | -2.5% | +6.3% |
| 1Y | +20.3% | +27.8% | -7.5% | +14.6% |
| 3Y | +46.2% | +173.3% | -127.1% | +17.7% |
| 5Y | +59.9% | +62.4% | -2.5% | +40.0% |
| All | +336.4% | +242.7% | +93.7% | +212.8% |
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