+34.5%
CMS vs WAT
+28.6%
+5.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +1.7% | +0.6% | +1.2% | +1.7% |
| 30D | +6.2% | +5.4% | +0.8% | +5.6% |
| 3M | +0.6% | +11.3% | -10.7% | -0.5% |
| 6M | -1.8% | +37.4% | -39.2% | -5.2% |
| YTD | +3.8% | +21.2% | -17.3% | +1.3% |
| 1Y | -1.8% | +21.3% | -23.1% | -4.2% |
| 3Y | +39.8% | +83.4% | -43.6% | +24.2% |
| All | +34.5% | +28.6% | +5.9% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling