+503.2%
CMI vs WSM
+1,071.8%
-568.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.0% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | -12.4% | -7.7% | -4.7% | -10.7% |
| 3M | -14.8% | +3.8% | -18.5% | -15.7% |
| 6M | +0.8% | +22.7% | -21.9% | -4.3% |
| YTD | +10.2% | +28.0% | -17.8% | +3.6% |
| 1Y | +37.4% | +12.7% | +24.7% | +32.6% |
| 3Y | +153.3% | +231.3% | -78.0% | +84.8% |
| 5Y | +167.6% | +177.2% | -9.6% | +95.7% |
| All | +503.2% | +1,071.8% | -568.6% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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