+269.3%
CMS vs WCC
+1,412.6%
-1,143.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.4% |
| 7D | -1.3% | -14.7% | +13.4% | +0.5% |
| 30D | +6.3% | -20.1% | +26.4% | +9.0% |
| 3M | -2.1% | -21.2% | +19.1% | +0.4% |
| 6M | -5.1% | -19.2% | +14.1% | -3.5% |
| YTD | +1.3% | +20.2% | -19.0% | -2.7% |
| 1Y | -1.4% | +14.5% | -15.8% | -4.8% |
| 3Y | +36.9% | +115.1% | -78.2% | +17.7% |
| 5Y | +32.5% | +121.5% | -89.0% | +10.1% |
| 10Y | +126.8% | +468.1% | -341.4% | +51.6% |
| All | +269.3% | +1,412.6% | -1,143.3% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling