+4,100.0%
CMG vs WCN
+1,705.8%
+2,394.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | -1.5% | -0.4% | -1.0% | -1.3% |
| 30D | +12.7% | -2.1% | +14.8% | +14.0% |
| 3M | +26.3% | +6.4% | +19.9% | +21.6% |
| 6M | +4.5% | -3.7% | +8.2% | +5.5% |
| YTD | -0.1% | -6.4% | +6.2% | +2.1% |
| 1Y | -6.8% | -7.9% | +1.2% | -4.2% |
| 3Y | -5.0% | +20.8% | -25.8% | -16.9% |
| 5Y | -3.0% | +29.0% | -32.0% | -18.8% |
| 10Y | +323.6% | +236.4% | +87.2% | +108.2% |
| All | +4,100.0% | +1,705.8% | +2,394.2% | +635.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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