+784.6%
WM vs CG
+351.2%
+433.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -0.3% | -4.3% | +4.0% | +0.3% |
| 30D | -2.4% | -5.1% | +2.7% | -1.8% |
| 3M | +0.4% | +8.7% | -8.3% | -1.0% |
| 6M | -9.5% | -9.2% | -0.3% | -8.8% |
| YTD | +0.5% | -18.9% | +19.4% | +2.6% |
| 1Y | -1.1% | -25.6% | +24.5% | +2.0% |
| 3Y | +46.0% | +57.3% | -11.2% | +30.4% |
| 5Y | +51.8% | +10.2% | +41.7% | +40.3% |
| 10Y | +307.5% | +364.2% | -56.7% | +193.2% |
| All | +784.6% | +351.2% | +433.5% | +516.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling