+25.9%
CMS vs WCC
+216.1%
-190.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.4% |
| 7D | +0.4% | +4.5% | -4.1% | +0.2% |
| 30D | -3.6% | -5.8% | +2.2% | -3.4% |
| 3M | -1.9% | -3.7% | +1.7% | -1.8% |
| 6M | -11.0% | +23.1% | -34.0% | -12.2% |
| YTD | +0.2% | +44.2% | -44.0% | -2.0% |
| 1Y | -1.3% | +62.1% | -63.4% | -4.2% |
| 3Y | +35.9% | +121.1% | -85.2% | +27.1% |
| All | +25.9% | +216.1% | -190.2% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling