+4,100.0%
CMG vs WCC
+691.2%
+3,408.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -2.8% |
| 7D | -2.8% | +4.5% | -7.3% | -4.1% |
| 30D | +7.1% | -5.8% | +12.9% | +8.8% |
| 3M | +31.2% | -3.7% | +34.8% | +31.2% |
| 6M | +0.7% | +23.1% | -22.4% | -7.3% |
| YTD | -0.1% | +44.2% | -44.3% | -12.7% |
| 1Y | -10.7% | +62.1% | -72.8% | -25.9% |
| 3Y | -4.7% | +121.1% | -125.8% | -32.8% |
| 5Y | -3.8% | +214.0% | -217.7% | -42.6% |
| 10Y | +352.5% | +472.8% | -120.3% | +86.5% |
| All | +4,100.0% | +691.2% | +3,408.8% | +1,139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling