+528.7%
WDC vs CMS
+32.6%
+496.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.6% |
| 7D | -28.0% | -1.3% | -26.6% | -28.0% |
| 30D | -34.9% | +6.3% | -41.3% | -34.7% |
| 3M | -41.6% | -2.1% | -39.5% | -41.5% |
| 6M | -45.4% | -5.1% | -40.3% | -45.5% |
| YTD | +53.3% | +1.3% | +52.0% | +52.2% |
| 1Y | +61.5% | -1.4% | +62.9% | +60.7% |
| 3Y | +712.3% | +36.9% | +675.4% | +668.0% |
| All | +528.7% | +32.6% | +496.1% | +516.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling