+12,082.6%
CMI vs WAT
+10,816.8%
+1,265.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.1% |
| 7D | -0.7% | -1.3% | +0.6% | -0.4% |
| 30D | -13.4% | +2.3% | -15.8% | -14.1% |
| 3M | -17.0% | +8.7% | -25.7% | -19.2% |
| 6M | -1.6% | +28.3% | -30.0% | -9.6% |
| YTD | +11.0% | +7.8% | +3.2% | +6.9% |
| 1Y | +41.9% | +36.6% | +5.3% | +26.9% |
| 3Y | +151.8% | +45.7% | +106.1% | +115.8% |
| 5Y | +163.6% | -3.3% | +166.9% | +150.5% |
| 10Y | +472.9% | +162.1% | +310.8% | +297.9% |
| All | +12,082.6% | +10,816.8% | +1,265.8% | +5,491.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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