+9,394.1%
CMI vs WWD
+15,097.2%
-5,703.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +1.0% |
| 7D | +1.9% | +0.8% | +1.1% | +1.5% |
| 30D | -12.5% | -6.4% | -6.1% | -10.0% |
| 3M | -16.2% | -5.6% | -10.6% | -14.5% |
| 6M | +4.9% | -9.1% | +14.0% | +8.7% |
| YTD | +11.1% | +12.5% | -1.4% | +4.6% |
| 1Y | +43.4% | +41.3% | +2.0% | +21.6% |
| 3Y | +154.1% | +170.2% | -16.2% | +59.0% |
| 5Y | +169.5% | +192.5% | -23.0% | +58.5% |
| 10Y | +503.8% | +476.9% | +26.9% | +140.4% |
| All | +9,394.1% | +15,097.2% | -5,703.2% | +1,674.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling