+136.0%
CMS vs WAT
+230.7%
-94.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | -0.1% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | +6.6% | +9.0% | -2.4% | +5.1% |
| 3M | +0.8% | +13.5% | -12.7% | -1.3% |
| 6M | -3.3% | +35.3% | -38.6% | -8.1% |
| YTD | +2.7% | +24.0% | -21.3% | -1.5% |
| 1Y | -4.0% | +22.0% | -26.0% | -7.8% |
| 3Y | +37.6% | +84.0% | -46.4% | +18.5% |
| 5Y | +35.4% | +34.4% | +1.1% | +22.8% |
| 10Y | +136.0% | +231.4% | -95.4% | +74.7% |
| All | +136.0% | +230.7% | -94.7% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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