+18,229.0%
WDC vs CMI
+19,796.6%
-1,567.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +6.0% | +1.9% | +4.1% | +5.1% |
| 30D | +9.9% | -12.5% | +22.4% | +17.5% |
| 3M | -9.4% | -16.2% | +6.8% | +0.4% |
| 6M | +94.7% | +4.9% | +89.9% | +95.4% |
| YTD | +177.4% | +11.1% | +166.2% | +172.1% |
| 1Y | +412.6% | +43.4% | +369.2% | +348.9% |
| 3Y | +1,359.8% | +154.1% | +1,205.7% | +881.0% |
| 5Y | +992.6% | +169.5% | +823.1% | +619.2% |
| 10Y | +1,245.5% | +503.8% | +741.7% | +530.6% |
| All | +18,229.0% | +19,796.6% | -1,567.6% | +2,222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling