+140.2%
CMS vs WSM
+1,131.4%
-991.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.6% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +6.2% | +5.1% | +1.1% | +5.8% |
| 3M | +0.6% | +5.1% | -4.5% | +0.2% |
| 6M | -1.8% | +48.6% | -50.4% | -4.4% |
| YTD | +3.8% | +44.2% | -40.3% | +1.1% |
| 1Y | -1.8% | +38.1% | -39.9% | -4.1% |
| 3Y | +39.8% | +257.2% | -217.4% | +24.5% |
| 5Y | +37.1% | +165.1% | -128.0% | +23.5% |
| All | +140.2% | +1,131.4% | -991.2% | +80.6% |
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