+79.0%
WDC vs CMS
-10.9%
+90.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.1% | +5.7% |
| 7D | +1.7% | +0.4% | +1.4% | +2.1% |
| 30D | -10.0% | -3.6% | -6.4% | -13.3% |
| 3M | -18.8% | -1.9% | -16.8% | -24.4% |
| 6M | +79.0% | -11.0% | +90.0% | +73.3% |
| All | +79.0% | -10.9% | +90.0% | +73.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling