+39.8%
CMS vs WU
-23.0%
+62.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.5% |
| 7D | +1.7% | -2.0% | +3.8% | +2.0% |
| 30D | +6.2% | +11.4% | -5.2% | +4.9% |
| 3M | +0.6% | -6.8% | +7.4% | +1.2% |
| 6M | -1.8% | -14.6% | +12.9% | -0.6% |
| YTD | +3.8% | -20.6% | +24.5% | +5.7% |
| 1Y | -1.8% | -15.4% | +13.6% | -1.1% |
| 3Y | +39.8% | -23.6% | +63.4% | +40.0% |
| All | +39.8% | -23.0% | +62.9% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling