-10.7%
CMG vs WCC
+61.8%
-72.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.9% |
| 7D | -2.8% | +4.5% | -7.3% | -3.1% |
| 30D | +7.1% | -5.8% | +12.9% | +7.6% |
| 3M | +31.2% | -3.7% | +34.8% | +30.1% |
| 6M | +0.7% | +23.1% | -22.4% | -2.8% |
| YTD | -0.1% | +44.2% | -44.3% | -0.2% |
| 1Y | -10.7% | +62.1% | -72.8% | -7.9% |
| All | -10.7% | +61.8% | -72.5% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling