+122.2%
CMS vs WSM
+997.3%
-875.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.2% | +2.6% | -2.5% | 0.0% |
| 30D | -1.3% | -9.3% | +8.0% | -0.7% |
| 3M | -5.4% | +7.1% | -12.5% | -5.9% |
| 6M | -10.3% | +21.7% | -32.1% | -11.6% |
| YTD | -0.2% | +28.7% | -29.0% | -2.1% |
| 1Y | -0.9% | +13.9% | -14.7% | -2.0% |
| 3Y | +34.0% | +232.2% | -198.2% | +20.0% |
| 5Y | +23.6% | +176.4% | -152.8% | +10.7% |
| 10Y | +122.2% | +1,072.4% | -950.2% | +76.2% |
| All | +122.2% | +997.3% | -875.1% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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