+145.0%
CI vs WM
+306.5%
-161.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.6% |
| 7D | +1.3% | -0.3% | +1.6% | +1.5% |
| 30D | +4.4% | -2.4% | +6.8% | +5.8% |
| 3M | +0.7% | +0.4% | +0.2% | 0.0% |
| 6M | +0.3% | -9.5% | +9.8% | +5.6% |
| YTD | +3.8% | +0.5% | +3.3% | +2.7% |
| 1Y | -5.5% | -1.1% | -4.4% | -5.9% |
| 3Y | +8.1% | +46.0% | -37.9% | -18.0% |
| 5Y | +42.8% | +51.8% | -9.0% | +3.5% |
| All | +145.0% | +306.5% | -161.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling