-2.1%
CMS vs WETO
-99.4%
+97.3%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.8% | -0.7% |
| 7D | -1.3% | -19.9% | +18.5% | -1.3% |
| 30D | -2.8% | -42.7% | +39.9% | -2.5% |
| 3M | -7.1% | -97.7% | +90.6% | -8.2% |
| 6M | -10.0% | -94.4% | +84.4% | -10.8% |
| YTD | -0.9% | -97.0% | +96.1% | -1.7% |
| 1Y | -2.0% | -98.9% | +96.9% | -2.6% |
| All | -2.1% | -99.4% | +97.3% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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