+164.4%
CMI vs WWD
+187.1%
-22.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | +0.8% | -2.9% | +3.7% | +2.0% |
| 30D | -12.8% | -6.6% | -6.2% | -10.4% |
| 3M | -12.4% | -9.3% | -3.1% | -9.1% |
| 6M | -0.9% | -13.6% | +12.7% | +4.7% |
| YTD | +8.9% | +10.4% | -1.5% | +4.2% |
| 1Y | +37.7% | +39.9% | -2.2% | +19.6% |
| 3Y | +148.9% | +165.0% | -16.2% | +65.0% |
| 5Y | +164.4% | +183.8% | -19.4% | +63.2% |
| All | +164.4% | +187.1% | -22.7% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling