+34.7%
CMS vs WSM
+168.7%
-134.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.4% | -2.0% |
| 7D | -1.3% | +0.5% | -1.8% | -1.3% |
| 30D | +6.3% | +6.0% | +0.3% | +6.1% |
| 3M | -2.1% | +3.2% | -5.3% | -2.2% |
| 6M | -5.1% | +37.1% | -42.2% | -6.2% |
| YTD | +1.3% | +44.2% | -42.9% | -0.2% |
| 1Y | -1.4% | +34.2% | -35.6% | -2.6% |
| 3Y | +36.9% | +249.3% | -212.3% | +27.1% |
| All | +34.7% | +168.7% | -134.0% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling