-45.4%
WDC vs CMS
-5.9%
-39.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -4.6% |
| 7D | -28.0% | -1.3% | -26.6% | -29.2% |
| 30D | -34.9% | +6.3% | -41.3% | -28.2% |
| 3M | -41.6% | -2.1% | -39.5% | -43.4% |
| 6M | -45.4% | -5.1% | -40.3% | -48.9% |
| All | -45.4% | -5.9% | -39.5% | -48.9% |
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 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