+115.8%
CMS vs WCC
+509.2%
-393.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.3% |
| 7D | +1.2% | +8.5% | -7.3% | +0.6% |
| 30D | -3.2% | -1.0% | -2.2% | -3.1% |
| 3M | -2.2% | +2.1% | -4.3% | -2.6% |
| 6M | -9.4% | +36.8% | -46.3% | -11.9% |
| YTD | +0.7% | +47.7% | -47.0% | -2.7% |
| 1Y | +0.4% | +66.5% | -66.2% | -4.1% |
| 3Y | +35.2% | +134.2% | -99.0% | +23.3% |
| 5Y | +24.1% | +231.6% | -207.5% | +7.7% |
| 10Y | +115.8% | +508.1% | -392.3% | +57.4% |
| All | +115.8% | +509.2% | -393.4% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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