+132.3%
CMS vs WU
-36.4%
+168.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.9% | +9.1% | -10.0% | -2.8% |
| 30D | +7.1% | +12.1% | -5.0% | +4.4% |
| 3M | -1.3% | +0.3% | -1.6% | -1.6% |
| 6M | -2.7% | -19.1% | +16.5% | +0.9% |
| YTD | +2.6% | -19.2% | +21.8% | +5.9% |
| 1Y | -2.0% | -15.3% | +13.3% | -0.2% |
| 3Y | +39.6% | -21.3% | +60.9% | +42.6% |
| 5Y | +35.3% | -41.7% | +77.0% | +46.9% |
| 10Y | +132.3% | -36.0% | +168.3% | +147.9% |
| All | +132.3% | -36.4% | +168.8% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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