-5.0%
CMG vs WCC
+211.6%
-216.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.0% |
| 7D | -3.8% | +1.7% | -5.5% | -4.2% |
| 30D | +12.9% | -6.1% | +19.0% | +14.2% |
| 3M | +18.8% | +3.1% | +15.7% | +17.1% |
| 6M | +4.1% | +28.2% | -24.2% | -3.1% |
| YTD | -2.4% | +41.1% | -43.4% | -11.3% |
| 1Y | -6.7% | +61.3% | -68.0% | -18.8% |
| 3Y | -7.1% | +123.6% | -130.8% | -29.9% |
| 5Y | -5.0% | +214.8% | -219.8% | -41.5% |
| All | -5.0% | +211.6% | -216.6% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling