+0.4%
CMS vs WAB
+47.5%
-47.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +1.2% | +1.7% | -0.4% | +1.0% |
| 30D | -3.2% | -2.4% | -0.7% | -2.9% |
| 3M | -2.2% | +9.7% | -11.9% | -3.7% |
| 6M | -9.4% | +16.5% | -25.9% | -11.1% |
| YTD | +0.7% | +33.7% | -33.0% | -1.9% |
| 1Y | +0.4% | +49.7% | -49.3% | -2.4% |
| All | +0.4% | +47.5% | -47.2% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling