+21.8%
WM vs CG
-26.5%
+48.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +1.5% |
| 7D | +1.2% | -1.5% | +2.7% | +1.1% |
| 30D | +15.2% | +5.7% | +9.5% | +15.3% |
| 3M | +8.3% | -17.9% | +26.2% | +7.4% |
| 6M | +13.1% | -20.2% | +33.3% | +12.3% |
| YTD | +12.5% | -32.0% | +44.5% | +12.6% |
| 1Y | +21.8% | -27.0% | +48.8% | +21.0% |
| All | +21.8% | -26.5% | +48.2% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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