+322.0%
CMG vs WWD
+498.2%
-176.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -2.1% | -2.6% | +0.5% | -1.4% |
| 30D | +10.9% | -6.9% | +17.8% | +12.9% |
| 3M | +15.8% | -13.0% | +28.9% | +19.2% |
| 6M | +6.9% | -12.5% | +19.4% | +9.2% |
| YTD | -2.2% | +11.8% | -14.0% | -7.5% |
| 1Y | -7.1% | +41.1% | -48.1% | -18.1% |
| 3Y | -7.1% | +163.1% | -170.2% | -33.3% |
| 5Y | -4.8% | +187.6% | -192.4% | -34.6% |
| All | +322.0% | +498.2% | -176.2% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling