+803.7%
CMS vs WU
-20.5%
+824.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.9% | +9.1% | -10.0% | -3.1% |
| 30D | +7.1% | +12.1% | -5.0% | +4.0% |
| 3M | -1.3% | +0.3% | -1.6% | -1.7% |
| 6M | -2.7% | -19.1% | +16.5% | +1.2% |
| YTD | +2.6% | -19.2% | +21.8% | +6.2% |
| 1Y | -2.0% | -15.3% | +13.3% | 0.0% |
| 3Y | +39.6% | -21.3% | +60.9% | +42.8% |
| 5Y | +35.3% | -41.7% | +77.0% | +46.7% |
| 10Y | +132.3% | -36.0% | +168.3% | +138.6% |
| All | +803.7% | -20.5% | +824.1% | +680.3% |
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