+311.7%
CMS vs WCN
+7,961.2%
-7,649.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.5% | +2.6% | -2.1% | -0.1% |
| 30D | +7.4% | +25.3% | -17.9% | +2.3% |
| 3M | +1.9% | +15.2% | -13.4% | -1.3% |
| 6M | -2.3% | +26.4% | -28.8% | -7.3% |
| YTD | +3.0% | +9.9% | -7.0% | +0.5% |
| 1Y | -2.8% | +16.2% | -18.9% | -6.3% |
| 3Y | +37.9% | +49.4% | -11.5% | +25.8% |
| 5Y | +34.0% | +46.2% | -12.2% | +22.4% |
| 10Y | +138.1% | +305.7% | -167.6% | +80.2% |
| All | +311.7% | +7,961.2% | -7,649.5% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling