+113.2%
WDC vs CMS
+1.4%
+111.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.4% | -8.2% | -5.6% |
| 7D | -18.3% | +4.1% | -22.4% | -15.5% |
| 30D | -26.7% | +10.9% | -37.5% | -20.7% |
| 3M | -40.9% | -0.2% | -40.7% | -40.4% |
| 6M | -26.8% | -4.7% | -22.0% | -27.0% |
| YTD | +88.2% | +3.9% | +84.3% | +83.9% |
| 1Y | +113.2% | +0.4% | +112.8% | +110.5% |
| All | +113.2% | +1.4% | +111.8% | +110.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling