+19,506.8%
CMI vs WEC
+4,021.5%
+15,485.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.3% |
| 7D | +1.9% | +0.8% | +1.1% | +1.5% |
| 30D | -12.5% | +0.3% | -12.9% | -12.7% |
| 3M | -16.2% | -2.9% | -13.3% | -15.4% |
| 6M | +4.9% | -5.9% | +10.8% | +7.2% |
| YTD | +11.1% | +4.1% | +7.0% | +8.3% |
| 1Y | +43.4% | +3.1% | +40.2% | +39.9% |
| 3Y | +154.1% | +40.8% | +113.3% | +110.1% |
| 5Y | +169.5% | +31.7% | +137.8% | +125.7% |
| 10Y | +503.8% | +141.1% | +362.7% | +241.0% |
| All | +19,506.8% | +4,021.5% | +15,485.3% | +3,096.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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