+13.7%
WBD vs CMS
+116.0%
-102.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.7% | +0.2% | -1.9% | -1.7% |
| 30D | +3.9% | -1.3% | +5.2% | +4.3% |
| 3M | +5.1% | -5.4% | +10.5% | +6.8% |
| 6M | +0.6% | -10.3% | +10.9% | +3.9% |
| YTD | -3.2% | -0.2% | -2.9% | -3.7% |
| 1Y | +127.7% | -0.9% | +128.5% | +126.6% |
| 3Y | +146.6% | +34.0% | +112.6% | +118.8% |
| 5Y | +4.2% | +23.6% | -19.4% | -5.7% |
| 10Y | +13.7% | +122.2% | -108.6% | -0.7% |
| All | +13.7% | +116.0% | -102.3% | -0.7% |
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 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