+158.7%
CI vs WM
+339.4%
-180.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.4% |
| 7D | -1.6% | +1.2% | -2.8% | -2.2% |
| 30D | +5.4% | +13.1% | -7.7% | -1.8% |
| 3M | +7.3% | +3.6% | +3.6% | +5.0% |
| 6M | +5.3% | +8.1% | -2.8% | +0.1% |
| YTD | +8.5% | +8.9% | -0.4% | +2.4% |
| 1Y | +17.1% | +20.3% | -3.2% | +4.2% |
| 3Y | +1.4% | +46.2% | -44.8% | -22.6% |
| 5Y | +50.5% | +59.9% | -9.4% | +6.0% |
| All | +158.7% | +339.4% | -180.7% | +7.9% |
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