-0.9%
CMS vs WSM
+14.1%
-15.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.8% |
| 3M | -5.4% | +7.1% | -12.5% | -5.6% |
| 6M | -10.3% | +21.7% | -32.1% | -11.1% |
| YTD | -0.2% | +28.7% | -29.0% | -1.0% |
| 1Y | -0.9% | +13.9% | -14.7% | -1.4% |
| All | -0.9% | +14.1% | -15.0% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling