+743.1%
SW vs CMS
+727.6%
+15.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +4.0% |
| 7D | +12.1% | +4.1% | +8.0% | +11.9% |
| 30D | +6.6% | +10.9% | -4.3% | +6.3% |
| 3M | -6.0% | -0.2% | -5.8% | -6.0% |
| 6M | +21.5% | -4.7% | +26.2% | +21.6% |
| YTD | +20.3% | +3.9% | +16.4% | +20.2% |
| 1Y | +28.1% | +0.4% | +27.8% | +28.1% |
| 3Y | +51.6% | +38.8% | +12.8% | +50.8% |
| 5Y | -0.1% | +37.1% | -37.3% | -0.9% |
| 10Y | +189.7% | +132.7% | +57.1% | +196.6% |
| All | +743.1% | +727.6% | +15.4% | +982.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling