+63.3%
WM vs CG
-21.0%
+84.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.7% | +1.6% |
| 7D | +4.5% | -1.5% | +6.0% | +4.6% |
| 30D | +16.1% | +2.8% | +13.3% | +15.8% |
| 3M | +8.0% | -19.2% | +27.3% | +9.4% |
| 6M | +8.4% | -21.0% | +29.4% | +9.9% |
| YTD | +11.2% | -31.0% | +42.2% | +13.7% |
| 1Y | +22.3% | -21.1% | +43.4% | +23.6% |
| 3Y | +50.2% | +48.8% | +1.5% | +39.1% |
| 5Y | +63.3% | -21.5% | +84.8% | +64.5% |
| All | +63.3% | -21.0% | +84.3% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling