+322.0%
CMG vs WBD
+15.0%
+307.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.1% | -0.7% | -1.3% | -2.0% |
| 30D | +10.9% | +1.4% | +9.5% | +10.7% |
| 3M | +15.8% | +4.4% | +11.4% | +15.1% |
| 6M | +6.9% | +0.8% | +6.1% | +6.8% |
| YTD | -2.2% | -2.7% | +0.5% | -1.9% |
| 1Y | -7.1% | +73.4% | -80.5% | -14.8% |
| 3Y | -7.1% | +142.1% | -149.3% | -22.5% |
| 5Y | -4.8% | +7.2% | -12.0% | -12.7% |
| All | +322.0% | +15.0% | +307.0% | +224.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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