+322.0%
CMG vs WAB
+296.8%
+25.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +10.9% | -4.1% | +15.0% | +12.4% |
| 3M | +15.8% | +8.2% | +7.7% | +12.0% |
| 6M | +6.9% | +15.4% | -8.5% | +0.8% |
| YTD | -2.2% | +33.1% | -35.3% | -12.3% |
| 1Y | -7.1% | +48.1% | -55.1% | -19.8% |
| 3Y | -7.1% | +167.7% | -174.9% | -34.2% |
| 5Y | -4.8% | +225.7% | -230.5% | -37.3% |
| All | +322.0% | +296.8% | +25.2% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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