+8,121.8%
CI vs WM
+28,817.6%
-20,695.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.7% | +3.0% |
| 7D | +3.5% | +5.9% | -2.4% | +2.2% |
| 30D | +12.6% | +15.4% | -2.8% | +9.0% |
| 3M | +12.1% | +6.3% | +5.7% | +10.5% |
| 6M | +10.6% | +5.6% | +5.0% | +9.1% |
| YTD | +12.8% | +9.9% | +2.9% | +10.3% |
| 1Y | +18.0% | +20.8% | -2.8% | +13.0% |
| 3Y | +4.2% | +48.5% | -44.3% | -5.2% |
| 5Y | +57.2% | +60.6% | -3.3% | +40.3% |
| 10Y | +179.3% | +349.8% | -170.4% | +104.5% |
| All | +8,121.8% | +28,817.6% | -20,695.9% | +4,495.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling