+132.3%
CMS vs WWD
+494.7%
-362.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -0.2% |
| 7D | -0.9% | +4.2% | -5.1% | -1.6% |
| 30D | +7.1% | -0.8% | +7.8% | +7.0% |
| 3M | -1.3% | -8.2% | +6.9% | -0.3% |
| 6M | -2.7% | -9.8% | +7.2% | -1.7% |
| YTD | +2.6% | +10.4% | -7.8% | -0.1% |
| 1Y | -2.0% | +25.5% | -27.5% | -6.7% |
| 3Y | +39.6% | +155.8% | -116.2% | +15.4% |
| 5Y | +35.3% | +187.3% | -152.0% | +7.6% |
| 10Y | +132.3% | +462.7% | -330.4% | +65.7% |
| All | +132.3% | +494.7% | -362.3% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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