+330.3%
WM vs CFG
+216.2%
+114.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +3.2% | +3.2% | 0.0% | +2.6% |
| 30D | +13.0% | +5.1% | +7.9% | +12.0% |
| 3M | +9.2% | -11.2% | +20.5% | +11.4% |
| 6M | +13.6% | +9.6% | +4.1% | +11.6% |
| YTD | +12.4% | +15.0% | -2.6% | +9.1% |
| 1Y | +21.2% | +29.9% | -8.6% | +15.1% |
| 3Y | +48.7% | +192.1% | -143.4% | +18.2% |
| 5Y | +61.9% | +62.3% | -0.4% | +42.0% |
| All | +330.3% | +216.2% | +114.1% | +211.3% |
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