+132.3%
CMS vs WCN
+302.6%
-170.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -0.9% | +1.2% | -2.1% | -1.5% |
| 30D | +7.1% | +24.6% | -17.5% | -3.6% |
| 3M | -1.3% | +14.2% | -15.5% | -7.5% |
| 6M | -2.7% | +25.7% | -28.3% | -13.0% |
| YTD | +2.6% | +9.3% | -6.7% | -2.6% |
| 1Y | -2.0% | +15.3% | -17.3% | -9.5% |
| 3Y | +39.6% | +48.6% | -9.0% | +11.5% |
| 5Y | +35.3% | +46.9% | -11.6% | +7.2% |
| 10Y | +132.3% | +298.1% | -165.8% | +23.1% |
| All | +132.3% | +302.6% | -170.3% | +23.1% |
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