+583.6%
WDC vs CMS
+127.3%
+456.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -28.0% | -0.5% | -27.4% | -27.9% |
| 30D | -34.9% | +7.2% | -42.1% | -36.2% |
| 3M | -41.6% | -1.3% | -40.3% | -41.5% |
| 6M | -45.4% | -4.3% | -41.1% | -45.3% |
| YTD | +53.3% | +2.1% | +51.2% | +50.3% |
| 1Y | +61.5% | -0.6% | +62.1% | +59.5% |
| 3Y | +712.3% | +38.0% | +674.3% | +601.5% |
| 5Y | +524.2% | +33.6% | +490.6% | +434.3% |
| All | +583.6% | +127.3% | +456.3% | +456.0% |
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