+642.9%
CMS vs WAB
+4,092.2%
-3,449.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +0.4% | -3.2% | +3.6% | +0.9% |
| 30D | -3.6% | -4.4% | +0.8% | -2.9% |
| 3M | -1.9% | +7.9% | -9.8% | -3.4% |
| 6M | -11.0% | +8.7% | -19.7% | -12.6% |
| YTD | +0.2% | +33.0% | -32.8% | -5.0% |
| 1Y | -1.3% | +46.7% | -48.0% | -8.2% |
| 3Y | +35.9% | +153.0% | -117.1% | +13.6% |
| 5Y | +23.1% | +222.3% | -199.2% | -2.4% |
| 10Y | +117.9% | +291.0% | -173.1% | +57.7% |
| All | +642.9% | +4,092.2% | -3,449.4% | +229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling