+7,605.6%
CMI vs WCC
+1,734.6%
+5,870.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | +0.7% | +6.8% | -6.1% | -1.7% |
| 30D | -12.3% | -3.0% | -9.3% | -11.4% |
| 3M | -16.8% | +0.2% | -17.0% | -17.0% |
| 6M | +1.5% | +33.2% | -31.6% | -8.7% |
| YTD | +9.8% | +45.8% | -36.0% | -4.6% |
| 1Y | +42.6% | +68.4% | -25.8% | +17.2% |
| 3Y | +151.0% | +131.1% | +19.9% | +74.1% |
| 5Y | +167.0% | +225.6% | -58.6% | +56.7% |
| 10Y | +512.2% | +534.2% | -22.0% | +149.4% |
| All | +7,605.6% | +1,734.6% | +5,870.9% | +1,736.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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