+113.2%
WDC vs CMI
+10.9%
+102.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.8% | -1.0% | +0.2% |
| 7D | -18.3% | -11.2% | -7.1% | -5.7% |
| 30D | -26.7% | -9.8% | -16.8% | -17.1% |
| 3M | -40.9% | -25.5% | -15.4% | -15.4% |
| 6M | -26.8% | -27.7% | +0.9% | +12.0% |
| YTD | +88.2% | -6.6% | +94.8% | +105.7% |
| 1Y | +113.2% | +11.7% | +101.5% | +92.7% |
| All | +113.2% | +10.9% | +102.3% | +92.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling