+503.2%
CMI vs W
+158.6%
+344.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -12.4% | -4.2% | -8.1% | -12.0% |
| 3M | -14.8% | +26.9% | -41.7% | -18.2% |
| 6M | +0.8% | +31.2% | -30.4% | -4.3% |
| YTD | +10.2% | -1.8% | +12.0% | +8.0% |
| 1Y | +37.4% | +9.3% | +28.1% | +31.9% |
| 3Y | +153.3% | +33.2% | +120.1% | +124.4% |
| 5Y | +167.6% | -62.4% | +230.0% | +152.3% |
| All | +503.2% | +158.6% | +344.6% | +236.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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