+124.3%
CMS vs WCN
+239.4%
-115.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | +1.2% | -0.4% | +1.7% | +1.4% |
| 30D | -3.2% | -2.1% | -1.0% | -2.2% |
| 3M | -2.2% | +6.4% | -8.6% | -5.2% |
| 6M | -9.4% | -3.7% | -5.7% | -8.3% |
| YTD | +0.7% | -6.4% | +7.0% | +3.0% |
| 1Y | +0.4% | -7.9% | +8.3% | +3.3% |
| 3Y | +35.2% | +20.8% | +14.4% | +19.3% |
| 5Y | +24.1% | +29.0% | -4.8% | +4.4% |
| All | +124.3% | +239.4% | -115.1% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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