+1,328.4%
WDC vs CMI
+147.2%
+1,181.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -3.6% |
| 7D | +4.4% | +0.8% | +3.6% | +3.7% |
| 30D | +5.3% | -12.8% | +18.1% | +20.2% |
| 3M | -5.9% | -12.4% | +6.5% | +10.2% |
| 6M | +73.2% | -0.9% | +74.1% | +83.8% |
| YTD | +167.8% | +8.9% | +159.0% | +165.5% |
| 1Y | +386.0% | +37.7% | +348.3% | +310.1% |
| All | +1,328.4% | +147.2% | +1,181.2% | +772.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling