+293.4%
WBD vs CMI
+4,588.8%
-4,295.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -1.7% | +0.7% | -2.4% | -2.0% |
| 30D | +3.9% | -12.3% | +16.2% | +9.6% |
| 3M | +5.1% | -16.8% | +21.9% | +12.4% |
| 6M | +0.6% | +1.5% | -0.9% | -2.4% |
| YTD | -3.2% | +9.8% | -13.0% | -10.0% |
| 1Y | +127.7% | +42.6% | +85.1% | +88.1% |
| 3Y | +146.6% | +151.0% | -4.4% | +60.7% |
| 5Y | +4.2% | +167.0% | -162.8% | -33.7% |
| 10Y | +13.7% | +512.2% | -498.5% | -49.0% |
| All | +293.4% | +4,588.8% | -4,295.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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