+1,394.6%
WDC vs CMG
-7.8%
+1,402.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +1.7% |
| 7D | +7.5% | -6.5% | +13.9% | +9.2% |
| 30D | +10.1% | +12.1% | -2.0% | +6.5% |
| 3M | -6.8% | +20.6% | -27.4% | -12.3% |
| 6M | +84.1% | +2.1% | +82.0% | +81.3% |
| YTD | +180.3% | -2.6% | +182.9% | +180.4% |
| 1Y | +411.1% | -8.7% | +419.8% | +417.8% |
| All | +1,394.6% | -7.8% | +1,402.4% | +1,222.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling