+98.8%
WBD vs CMS
+37.7%
+61.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | +6.7% | +0.4% | +6.3% | +6.5% |
| 30D | +19.3% | -0.9% | +20.2% | +19.6% |
| 3M | +78.9% | -1.4% | +80.4% | +79.8% |
| 6M | +171.9% | +0.8% | +171.1% | +170.1% |
| YTD | +115.3% | +11.4% | +104.0% | +101.6% |
| 1Y | +177.2% | +8.2% | +169.0% | +163.9% |
| All | +98.8% | +37.7% | +61.1% | +40.3% |
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