+4.2%
WBD vs CMS
+26.5%
-22.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.7% |
| 7D | -0.7% | +1.2% | -1.9% | -1.2% |
| 30D | +5.0% | -3.2% | +8.2% | +6.3% |
| 3M | +6.2% | -2.2% | +8.4% | +6.9% |
| 6M | +0.6% | -9.4% | +10.0% | +4.3% |
| YTD | -2.4% | +0.7% | -3.1% | -3.8% |
| 1Y | +127.7% | +0.4% | +127.3% | +124.4% |
| 3Y | +148.4% | +35.2% | +113.2% | +105.8% |
| 5Y | +4.2% | +24.1% | -19.9% | -18.3% |
| All | +4.2% | +26.5% | -22.3% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling