+115.2%
CMS vs WAT
+161.1%
-45.8%
-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% | +0.8% | 0.0% |
| 7D | +0.4% | -1.3% | +1.6% | +0.6% |
| 30D | -3.6% | +2.3% | -5.9% | -4.0% |
| 3M | -1.9% | +8.7% | -10.7% | -3.3% |
| 6M | -11.0% | +28.3% | -39.3% | -14.9% |
| YTD | +0.2% | +7.8% | -7.6% | -1.7% |
| 1Y | -1.3% | +36.6% | -37.9% | -7.3% |
| 3Y | +35.9% | +45.7% | -9.7% | +22.2% |
| 5Y | +23.1% | -3.3% | +26.4% | +19.2% |
| All | +115.2% | +161.1% | -45.8% | +65.4% |
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