+567.0%
WDC vs CMS
+36.3%
+530.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.7% | -6.7% | -4.9% |
| 7D | +12.1% | +1.7% | +10.3% | +12.2% |
| 30D | -18.8% | +6.2% | -25.0% | -18.4% |
| 3M | -39.3% | +0.6% | -39.9% | -39.1% |
| 6M | -40.1% | -1.8% | -38.4% | -40.2% |
| YTD | +71.8% | +3.8% | +68.0% | +70.9% |
| 1Y | +88.5% | -1.8% | +90.2% | +88.2% |
| 3Y | +770.0% | +39.8% | +730.2% | +720.1% |
| All | +567.0% | +36.3% | +530.7% | +533.7% |
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