+653.4%
WDC vs CMS
+127.7%
+525.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.3% | +9.7% |
| 7D | -14.4% | -0.9% | -13.5% | -14.2% |
| 30D | -27.1% | +7.1% | -34.1% | -28.4% |
| 3M | -33.3% | -1.3% | -32.0% | -33.2% |
| 6M | -39.6% | -2.7% | -36.9% | -39.8% |
| YTD | +68.4% | +2.6% | +65.8% | +64.9% |
| 1Y | +78.2% | -2.0% | +80.2% | +76.7% |
| 3Y | +772.0% | +39.6% | +732.4% | +649.9% |
| 5Y | +584.9% | +35.3% | +549.6% | +483.0% |
| 10Y | +653.4% | +132.3% | +521.1% | +503.2% |
| All | +653.4% | +127.7% | +525.7% | +503.2% |
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