+136.0%
CMS vs WU
-37.2%
+173.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.4% |
| 7D | -1.1% | +2.1% | -3.2% | -1.6% |
| 30D | +6.6% | +10.1% | -3.6% | +4.3% |
| 3M | +0.8% | -1.1% | +2.0% | +0.8% |
| 6M | -3.3% | -19.8% | +16.5% | +0.3% |
| YTD | +2.7% | -20.8% | +23.5% | +6.4% |
| 1Y | -4.0% | -15.1% | +11.1% | -2.3% |
| 3Y | +37.6% | -23.2% | +60.8% | +41.3% |
| 5Y | +35.4% | -42.6% | +78.1% | +47.5% |
| 10Y | +136.0% | -38.9% | +174.9% | +156.2% |
| All | +136.0% | -37.2% | +173.2% | +156.2% |
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