+482.3%
WM vs CFG
+396.4%
+85.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | -0.3% | +1.5% | -1.8% | -0.6% |
| 30D | -2.4% | -3.8% | +1.5% | -1.8% |
| 3M | +0.4% | +11.5% | -11.1% | -1.5% |
| 6M | -9.5% | +19.2% | -28.7% | -12.4% |
| YTD | +0.5% | +23.7% | -23.2% | -3.5% |
| 1Y | -1.1% | +38.8% | -39.9% | -7.0% |
| 3Y | +46.0% | +178.9% | -132.9% | +18.1% |
| 5Y | +51.8% | +101.8% | -50.0% | +27.6% |
| 10Y | +307.5% | +317.3% | -9.8% | +174.2% |
| All | +482.3% | +396.4% | +85.9% | +281.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling