+330.8%
WM vs CFG
+214.3%
+116.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +1.2% | +1.6% | -0.4% | +0.9% |
| 30D | +15.2% | +3.3% | +12.0% | +14.6% |
| 3M | +8.3% | -11.5% | +19.9% | +10.5% |
| 6M | +13.1% | +6.2% | +6.9% | +11.7% |
| YTD | +12.5% | +14.3% | -1.7% | +9.4% |
| 1Y | +21.8% | +26.7% | -5.0% | +16.1% |
| 3Y | +48.8% | +187.8% | -139.0% | +18.7% |
| 5Y | +62.1% | +61.3% | +0.8% | +42.3% |
| All | +330.8% | +214.3% | +116.6% | +212.0% |
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