+19,269.7%
CMI vs WSM
+34,771.0%
-15,501.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.7% | +2.6% | -1.9% | +0.1% |
| 30D | -12.3% | -9.3% | -3.0% | -10.4% |
| 3M | -16.8% | +7.1% | -23.9% | -18.2% |
| 6M | +1.5% | +21.7% | -20.2% | -3.1% |
| YTD | +9.8% | +28.7% | -18.9% | +3.5% |
| 1Y | +42.6% | +13.9% | +28.7% | +37.6% |
| 3Y | +151.0% | +232.2% | -81.2% | +84.8% |
| 5Y | +167.0% | +176.4% | -9.4% | +97.6% |
| 10Y | +512.2% | +1,072.4% | -560.3% | +203.9% |
| All | +19,269.7% | +34,771.0% | -15,501.3% | +4,984.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling