+63.3%
WM vs CFG
+61.9%
+1.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.4% |
| 7D | +4.5% | -2.2% | +6.7% | +4.7% |
| 30D | +16.1% | +0.4% | +15.7% | +16.0% |
| 3M | +8.0% | -12.6% | +20.6% | +9.1% |
| 6M | +8.4% | +0.6% | +7.8% | +8.3% |
| YTD | +11.2% | +12.4% | -1.2% | +10.0% |
| 1Y | +22.3% | +27.7% | -5.4% | +19.8% |
| 3Y | +50.2% | +172.4% | -122.1% | +36.0% |
| 5Y | +63.3% | +64.0% | -0.7% | +53.1% |
| All | +63.3% | +61.9% | +1.4% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling