+90.9%
CNC vs WM
+305.2%
-214.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | -1.0% | -0.9% | -0.1% | -0.5% |
| 30D | -1.8% | -4.3% | +2.5% | +0.5% |
| 3M | -0.7% | +0.8% | -1.5% | -1.8% |
| 6M | +47.9% | -10.8% | +58.7% | +56.8% |
| YTD | +56.9% | -0.1% | +57.0% | +56.0% |
| 1Y | +123.9% | +1.0% | +122.9% | +120.6% |
| 3Y | -1.3% | +45.1% | -46.4% | -23.5% |
| 5Y | +2.8% | +52.1% | -49.4% | -23.9% |
| 10Y | +90.9% | +302.9% | -212.1% | -9.6% |
| All | +90.9% | +305.2% | -214.3% | -9.6% |
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