+366.0%
WDC vs CMG
-6.5%
+372.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -4.3% | -2.1% | -2.3% | -4.1% |
| 30D | -1.5% | +10.9% | -12.4% | -3.1% |
| 3M | -15.5% | +15.8% | -31.3% | -17.2% |
| 6M | +66.5% | +6.9% | +59.5% | +65.9% |
| YTD | +159.9% | -2.2% | +162.0% | +164.9% |
| 1Y | +366.0% | -7.1% | +373.0% | +385.4% |
| All | +366.0% | -6.5% | +372.4% | +385.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling