+185.4%
SW vs CMS
+130.3%
+55.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | +4.7% | +1.7% | +3.0% | +4.5% |
| 30D | +5.0% | +8.6% | -3.6% | +4.1% |
| 3M | -7.3% | -0.5% | -6.9% | -7.3% |
| 6M | +15.0% | -4.2% | +19.2% | +15.4% |
| YTD | +18.5% | +3.4% | +15.1% | +18.1% |
| 1Y | +27.1% | +0.4% | +26.7% | +27.0% |
| 3Y | +49.3% | +38.2% | +11.1% | +44.5% |
| 5Y | -1.6% | +35.4% | -37.0% | -5.7% |
| All | +185.4% | +130.3% | +55.1% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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