+132.3%
CMS vs WAT
+232.2%
-99.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.6% | -0.1% |
| 7D | -0.9% | +6.0% | -7.0% | -1.8% |
| 30D | +7.1% | +9.9% | -2.8% | +5.5% |
| 3M | -1.3% | +17.2% | -18.5% | -3.8% |
| 6M | -2.7% | +34.2% | -36.9% | -7.3% |
| YTD | +2.6% | +25.5% | -22.9% | -1.8% |
| 1Y | -2.0% | +28.3% | -30.3% | -6.6% |
| 3Y | +39.6% | +88.4% | -48.7% | +19.7% |
| 5Y | +35.3% | +36.1% | -0.8% | +22.5% |
| 10Y | +132.3% | +234.8% | -102.5% | +72.2% |
| All | +132.3% | +232.2% | -99.9% | +72.2% |
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