+1,245.5%
WDC vs CMS
+117.1%
+1,128.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.7% | +2.0% |
| 7D | +6.0% | +1.2% | +4.8% | +5.7% |
| 30D | +9.9% | -3.2% | +13.1% | +10.9% |
| 3M | -9.4% | -2.2% | -7.2% | -9.6% |
| 6M | +94.7% | -9.4% | +104.2% | +98.3% |
| YTD | +177.4% | +0.7% | +176.7% | +173.3% |
| 1Y | +412.6% | +0.4% | +412.2% | +403.7% |
| 3Y | +1,359.8% | +35.2% | +1,324.6% | +1,167.1% |
| 5Y | +992.6% | +24.1% | +968.4% | +864.3% |
| 10Y | +1,245.5% | +115.8% | +1,129.7% | +960.7% |
| All | +1,245.5% | +117.1% | +1,128.4% | +960.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling