+61.9%
WM vs CG
-23.0%
+84.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.2% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | +13.0% | +11.2% | +1.8% | +12.2% |
| 3M | +9.2% | -22.1% | +31.3% | +10.9% |
| 6M | +13.6% | -17.9% | +31.6% | +14.9% |
| YTD | +12.4% | -31.3% | +43.7% | +14.9% |
| 1Y | +21.2% | -24.0% | +45.2% | +22.8% |
| 3Y | +48.7% | +45.0% | +3.7% | +37.9% |
| All | +61.9% | -23.0% | +84.9% | +65.1% |
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