+916.1%
WDC vs CMI
+164.8%
+751.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -4.1% |
| 7D | -4.3% | -0.7% | -3.6% | -3.7% |
| 30D | -1.5% | -12.4% | +10.9% | +11.4% |
| 3M | -15.5% | -14.8% | -0.7% | +0.3% |
| 6M | +66.5% | +0.8% | +65.7% | +72.6% |
| YTD | +159.9% | +10.2% | +149.7% | +151.7% |
| 1Y | +366.0% | +37.4% | +328.5% | +282.3% |
| 3Y | +1,285.8% | +153.3% | +1,132.5% | +596.7% |
| All | +916.1% | +164.8% | +751.3% | +369.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling