-6.8%
CMG vs WM
+0.6%
-7.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -1.5% | -0.9% | -0.6% | -1.4% |
| 30D | +12.7% | -4.3% | +17.1% | +13.3% |
| 3M | +26.3% | +0.8% | +25.5% | +23.9% |
| 6M | +4.5% | -10.8% | +15.2% | +5.7% |
| YTD | -0.1% | -0.1% | -0.1% | -2.5% |
| 1Y | -6.8% | +1.0% | -7.8% | -6.7% |
| All | -6.8% | +0.6% | -7.4% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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