+5.6%
WM vs CFG
+4.5%
+1.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +1.3% |
| 7D | +5.9% | +1.8% | +4.2% | +5.6% |
| 30D | +15.4% | +3.3% | +12.1% | +14.8% |
| 3M | +6.3% | -9.8% | +16.2% | +6.9% |
| 6M | +5.6% | +5.2% | +0.4% | +6.6% |
| All | +5.6% | +4.5% | +1.1% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling