+764.3%
CMS vs WWD
+15,408.5%
-14,644.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +0.4% | +1.3% | -0.9% | +0.2% |
| 30D | -3.6% | -7.2% | +3.6% | -2.5% |
| 3M | -1.9% | -3.8% | +1.9% | -1.6% |
| 6M | -11.0% | -9.9% | -1.1% | -10.0% |
| YTD | +0.2% | +14.8% | -14.6% | -3.0% |
| 1Y | -1.3% | +42.1% | -43.4% | -8.2% |
| 3Y | +35.9% | +170.8% | -134.9% | +11.3% |
| 5Y | +23.1% | +197.5% | -174.4% | -2.3% |
| 10Y | +117.9% | +477.8% | -359.9% | +46.2% |
| All | +764.3% | +15,408.5% | -14,644.2% | +278.0% |
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