+123.5%
CMS vs WAB
+287.6%
-164.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.2% | -1.6% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | +7.2% | +0.4% | +6.8% | +7.0% |
| 3M | -1.3% | -3.8% | +2.6% | -0.8% |
| 6M | -4.3% | +5.1% | -9.4% | -5.3% |
| YTD | +2.1% | +33.3% | -31.2% | -2.6% |
| 1Y | -0.6% | +39.8% | -40.4% | -5.8% |
| 3Y | +38.0% | +161.1% | -123.0% | +17.5% |
| 5Y | +33.6% | +209.5% | -175.8% | +9.9% |
| All | +123.5% | +287.6% | -164.1% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling