+153.6%
CNC vs WM
+337.2%
-183.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | +3.0% | -0.5% | +3.5% | +3.4% |
| 30D | +4.9% | +13.3% | -8.4% | -2.1% |
| 3M | +4.2% | +4.4% | -0.2% | +1.7% |
| 6M | +22.5% | +10.8% | +11.7% | +14.8% |
| YTD | +66.6% | +9.1% | +57.5% | +57.8% |
| 1Y | +82.5% | +19.1% | +63.3% | +64.4% |
| 3Y | -4.1% | +45.7% | -49.7% | -25.2% |
| 5Y | -8.3% | +60.4% | -68.8% | -33.8% |
| 10Y | +153.6% | +328.7% | -175.1% | +23.0% |
| All | +153.6% | +337.2% | -183.6% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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