+366.0%
WDC vs CMI
+39.5%
+326.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -4.5% |
| 7D | -4.3% | -0.7% | -3.6% | -3.5% |
| 30D | -1.5% | -12.4% | +10.9% | +16.5% |
| 3M | -15.5% | -14.8% | -0.7% | +6.6% |
| 6M | +66.5% | +0.8% | +65.7% | +72.8% |
| YTD | +159.9% | +10.2% | +149.7% | +137.1% |
| 1Y | +366.0% | +37.4% | +328.5% | +237.2% |
| All | +366.0% | +39.5% | +326.5% | +237.2% |
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