+473.8%
CMS vs WSM
+40,190.9%
-39,717.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.1% | -3.0% | +1.8% | -0.9% |
| 30D | +6.6% | +10.1% | -3.5% | +5.7% |
| 3M | +0.8% | +4.9% | -4.1% | +0.4% |
| 6M | -3.3% | +49.8% | -53.1% | -6.5% |
| YTD | +2.7% | +48.7% | -46.0% | -0.8% |
| 1Y | -4.0% | +38.7% | -42.7% | -6.8% |
| 3Y | +37.6% | +269.5% | -231.9% | +20.9% |
| 5Y | +35.4% | +179.0% | -143.5% | +19.8% |
| 10Y | +136.0% | +1,162.3% | -1,026.3% | +77.0% |
| All | +473.8% | +40,190.9% | -39,717.1% | +227.6% |
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 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