+792.3%
CMS vs WWD
+13,645.4%
-12,853.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +0.6% |
| 7D | +1.7% | -2.6% | +4.2% | +2.0% |
| 30D | +8.6% | -7.7% | +16.3% | +9.8% |
| 3M | -0.5% | -17.7% | +17.2% | +2.5% |
| 6M | -4.2% | -15.9% | +11.7% | -2.0% |
| YTD | +3.4% | +1.8% | +1.7% | +1.9% |
| 1Y | +0.4% | +17.4% | -17.0% | -3.6% |
| 3Y | +38.2% | +137.1% | -98.9% | +15.5% |
| 5Y | +35.4% | +162.4% | -127.0% | +9.6% |
| 10Y | +131.7% | +452.5% | -320.8% | +56.2% |
| All | +792.3% | +13,645.4% | -12,853.1% | +297.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling