+782.3%
CMS vs WU
-19.6%
+801.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +0.4% | -0.8% | +1.2% | +0.5% |
| 30D | -3.6% | -1.1% | -2.5% | -3.4% |
| 3M | -1.9% | -3.9% | +1.9% | -1.9% |
| 6M | -11.0% | -20.7% | +9.7% | -6.9% |
| YTD | +0.2% | -18.4% | +18.6% | +3.7% |
| 1Y | -1.3% | -8.1% | +6.7% | -1.5% |
| 3Y | +35.9% | -24.2% | +60.1% | +40.3% |
| 5Y | +23.1% | -50.4% | +73.5% | +39.5% |
| 10Y | +117.9% | -40.0% | +158.0% | +128.2% |
| All | +782.3% | -19.6% | +801.9% | +661.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling