+132.3%
CMS vs WCC
+492.1%
-359.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | 0.0% |
| 7D | -0.9% | -5.7% | +4.8% | -0.6% |
| 30D | +7.1% | -13.5% | +20.5% | +7.9% |
| 3M | -1.3% | -12.9% | +11.6% | -0.7% |
| 6M | -2.7% | -10.7% | +8.0% | -2.4% |
| YTD | +2.6% | +30.0% | -27.4% | -0.3% |
| 1Y | -2.0% | +24.7% | -26.7% | -4.5% |
| 3Y | +39.6% | +136.6% | -96.9% | +26.6% |
| 5Y | +35.3% | +143.9% | -108.6% | +20.2% |
| 10Y | +132.3% | +465.9% | -333.6% | +79.4% |
| All | +132.3% | +492.1% | -359.7% | +79.4% |
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