+459.7%
CMS vs WSM
+34,755.7%
-34,296.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | +0.4% | -3.3% | +3.6% | +0.6% |
| 30D | -3.6% | -8.4% | +4.8% | -2.9% |
| 3M | -1.9% | +9.7% | -11.6% | -2.7% |
| 6M | -11.0% | +16.7% | -27.7% | -12.2% |
| YTD | +0.2% | +28.7% | -28.5% | -2.1% |
| 1Y | -1.3% | +13.7% | -15.0% | -2.7% |
| 3Y | +35.9% | +230.1% | -194.2% | +20.5% |
| 5Y | +23.1% | +179.0% | -155.9% | +8.8% |
| 10Y | +117.9% | +1,002.5% | -884.6% | +65.2% |
| All | +459.7% | +34,755.7% | -34,296.0% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling