+556.1%
CMS vs WAT
+10,816.8%
-10,260.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +0.4% | -1.3% | +1.6% | +0.5% |
| 30D | -3.6% | +2.3% | -5.9% | -3.9% |
| 3M | -1.9% | +8.7% | -10.7% | -3.1% |
| 6M | -11.0% | +28.3% | -39.3% | -14.2% |
| YTD | +0.2% | +7.8% | -7.6% | -1.5% |
| 1Y | -1.3% | +36.6% | -37.9% | -6.1% |
| 3Y | +35.9% | +45.7% | -9.7% | +26.0% |
| 5Y | +23.1% | -3.3% | +26.4% | +19.4% |
| 10Y | +117.9% | +162.1% | -44.2% | +82.5% |
| All | +556.1% | +10,816.8% | -10,260.7% | +350.9% |
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