+142.2%
CI vs WM
+337.2%
-195.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | +4.7% | +13.3% | -8.6% | -2.6% |
| 3M | +5.2% | +4.4% | +0.8% | +2.6% |
| 6M | +3.8% | +10.8% | -7.0% | -2.7% |
| YTD | +9.2% | +9.1% | +0.2% | +3.0% |
| 1Y | +14.3% | +19.1% | -4.9% | +2.3% |
| 3Y | +8.4% | +45.7% | -37.2% | -17.0% |
| 5Y | +50.0% | +60.4% | -10.4% | +5.6% |
| 10Y | +142.2% | +328.7% | -186.5% | +8.6% |
| All | +142.2% | +337.2% | -195.0% | +8.6% |
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