+166.2%
CMG vs W
+210.9%
-44.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +15.6% | +6.8% | +8.8% | +14.6% |
| 3M | +8.2% | +10.7% | -2.5% | +6.6% |
| 6M | +9.9% | +86.3% | -76.5% | -0.2% |
| YTD | -4.6% | +11.5% | -16.1% | -8.3% |
| 1Y | +12.4% | +5.1% | +7.3% | +8.8% |
| 3Y | -18.0% | +171.0% | -189.0% | -34.0% |
| 5Y | -5.3% | -56.6% | +51.3% | -13.8% |
| 10Y | +344.2% | +213.4% | +130.8% | +206.1% |
| All | +166.2% | +210.9% | -44.7% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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