+10,085.9%
CMI vs WAB
+4,115.8%
+5,970.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | -0.1% |
| 7D | +1.9% | +1.7% | +0.2% | +1.1% |
| 30D | -12.5% | -2.4% | -10.1% | -11.5% |
| 3M | -16.2% | +9.7% | -25.9% | -19.8% |
| 6M | +4.9% | +16.5% | -11.7% | -2.1% |
| YTD | +11.1% | +33.7% | -22.6% | -2.4% |
| 1Y | +43.4% | +49.7% | -6.3% | +19.6% |
| 3Y | +154.1% | +170.9% | -16.9% | +61.4% |
| 5Y | +169.5% | +228.0% | -58.6% | +56.7% |
| 10Y | +503.8% | +284.8% | +219.0% | +201.3% |
| All | +10,085.9% | +4,115.8% | +5,970.1% | +2,232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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