+132.3%
CMS vs WPM
+553.6%
-421.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | 0.0% |
| 7D | -0.9% | +20.8% | -21.7% | -2.9% |
| 30D | +7.1% | +3.8% | +3.2% | +6.5% |
| 3M | -1.3% | +7.4% | -8.7% | -2.4% |
| 6M | -2.7% | +4.0% | -6.6% | -3.7% |
| YTD | +2.6% | +23.0% | -20.4% | -1.3% |
| 1Y | -2.0% | +45.9% | -47.9% | -7.9% |
| 3Y | +39.6% | +242.9% | -203.3% | +16.3% |
| 5Y | +35.3% | +259.5% | -224.2% | +10.9% |
| 10Y | +132.3% | +577.7% | -445.4% | +78.0% |
| All | +132.3% | +553.6% | -421.2% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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