+544.4%
WM vs CFG
+351.2%
+193.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.7% |
| 7D | +4.5% | -2.2% | +6.7% | +4.9% |
| 30D | +16.1% | +0.4% | +15.7% | +16.0% |
| 3M | +8.0% | -12.6% | +20.6% | +10.4% |
| 6M | +8.4% | +0.6% | +7.8% | +8.1% |
| YTD | +11.2% | +12.4% | -1.2% | +8.5% |
| 1Y | +22.3% | +27.7% | -5.4% | +16.6% |
| 3Y | +50.2% | +172.4% | -122.1% | +22.0% |
| 5Y | +63.3% | +64.0% | -0.7% | +43.1% |
| 10Y | +355.0% | +252.8% | +102.2% | +214.0% |
| All | +544.4% | +351.2% | +193.2% | +329.1% |
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 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