+20.3%
WM vs CFG
+27.1%
-6.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | +1.2% | -0.9% | +2.1% | +1.2% |
| 30D | +13.1% | +1.1% | +12.0% | +13.0% |
| 3M | +3.6% | -12.0% | +15.6% | +4.2% |
| 6M | +8.1% | -2.2% | +10.3% | +8.6% |
| YTD | +8.9% | +11.4% | -2.5% | +8.4% |
| 1Y | +20.3% | +27.8% | -7.5% | +17.6% |
| All | +20.3% | +27.1% | -6.8% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling