+156.1%
WBD vs CMS
+35.9%
+120.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | +8.8% | -3.6% | +12.4% | +10.1% |
| 3M | +4.6% | -1.9% | +6.5% | +4.9% |
| 6M | +1.1% | -11.0% | +12.0% | +5.2% |
| YTD | -2.0% | +0.2% | -2.2% | -3.4% |
| 1Y | +140.0% | -1.3% | +141.3% | +137.5% |
| All | +156.1% | +35.9% | +120.3% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling