+4,100.0%
CMG vs WWD
+2,509.2%
+1,590.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.6% |
| 7D | -1.5% | +0.8% | -2.3% | -1.8% |
| 30D | +12.7% | -6.4% | +19.1% | +14.9% |
| 3M | +26.3% | -5.6% | +31.9% | +27.0% |
| 6M | +4.5% | -9.1% | +13.6% | +5.7% |
| YTD | -0.1% | +12.5% | -12.6% | -6.1% |
| 1Y | -6.8% | +41.3% | -48.1% | -18.9% |
| 3Y | -5.0% | +170.2% | -175.2% | -34.7% |
| 5Y | -3.0% | +192.5% | -195.5% | -36.2% |
| 10Y | +323.6% | +476.9% | -153.3% | +100.9% |
| All | +4,100.0% | +2,509.2% | +1,590.8% | +811.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling