+1,245.1%
WDC vs CMS
+117.1%
+1,128.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | +6.0% | +1.2% | +4.7% | +5.6% |
| 30D | +9.9% | -3.2% | +13.1% | +10.8% |
| 3M | -9.4% | -2.2% | -7.2% | -9.6% |
| 6M | +94.7% | -9.4% | +104.1% | +98.3% |
| YTD | +177.3% | +0.7% | +176.6% | +173.3% |
| 1Y | +412.4% | +0.4% | +412.1% | +403.6% |
| 3Y | +1,359.3% | +35.2% | +1,324.1% | +1,166.7% |
| 5Y | +992.2% | +24.1% | +968.1% | +864.0% |
| 10Y | +1,245.1% | +115.8% | +1,129.3% | +960.4% |
| All | +1,245.1% | +117.1% | +1,128.0% | +960.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling