+568.8%
CMS vs WAT
+12,225.3%
-11,656.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | -0.3% |
| 7D | -1.3% | +2.0% | -3.3% | -1.5% |
| 30D | +5.3% | +7.7% | -2.4% | +4.2% |
| 3M | -0.3% | +11.1% | -11.4% | -1.8% |
| 6M | -4.0% | +31.2% | -35.3% | -7.7% |
| YTD | +2.1% | +21.7% | -19.6% | -1.3% |
| 1Y | -4.7% | +19.3% | -24.0% | -7.7% |
| 3Y | +36.8% | +80.6% | -43.8% | +23.3% |
| 5Y | +34.9% | +29.5% | +5.3% | +25.8% |
| 10Y | +134.7% | +225.3% | -90.6% | +91.3% |
| All | +568.8% | +12,225.3% | -11,656.6% | +352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling