+4,100.0%
CMG vs WAB
+1,940.7%
+2,159.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -1.5% | +1.7% | -3.1% | -2.1% |
| 30D | +12.7% | -2.4% | +15.1% | +13.7% |
| 3M | +26.3% | +9.7% | +16.6% | +20.9% |
| 6M | +4.5% | +16.5% | -12.0% | -2.7% |
| YTD | -0.1% | +33.7% | -33.8% | -11.9% |
| 1Y | -6.8% | +49.7% | -56.5% | -21.4% |
| 3Y | -5.0% | +170.9% | -175.9% | -36.5% |
| 5Y | -3.0% | +228.0% | -231.1% | -40.6% |
| 10Y | +323.6% | +284.8% | +38.8% | +118.3% |
| All | +4,100.0% | +1,940.7% | +2,159.3% | +879.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling