+928.6%
WDC vs CMS
+23.4%
+905.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.1% | +5.9% |
| 7D | +1.7% | +0.4% | +1.4% | +1.8% |
| 30D | -10.0% | -3.6% | -6.4% | -10.1% |
| 3M | -18.8% | -1.9% | -16.8% | -19.3% |
| 6M | +79.0% | -11.0% | +90.0% | +78.7% |
| YTD | +171.6% | +0.2% | +171.4% | +169.2% |
| 1Y | +417.4% | -1.3% | +418.7% | +412.6% |
| 3Y | +1,251.8% | +35.9% | +1,215.9% | +1,178.6% |
| All | +928.6% | +23.4% | +905.2% | +871.8% |
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