+10,029.5%
WDC vs CMS
+463.7%
+9,565.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.8% |
| 7D | -28.0% | -1.3% | -26.6% | -27.7% |
| 30D | -34.9% | +6.3% | -41.3% | -36.3% |
| 3M | -41.6% | -2.1% | -39.5% | -41.4% |
| 6M | -45.4% | -5.1% | -40.3% | -45.2% |
| YTD | +53.3% | +1.3% | +52.0% | +50.7% |
| 1Y | +61.5% | -1.4% | +62.9% | +59.9% |
| 3Y | +712.3% | +36.9% | +675.4% | +613.7% |
| 5Y | +524.2% | +32.5% | +491.7% | +446.9% |
| 10Y | +616.5% | +126.8% | +489.7% | +425.3% |
| All | +10,029.5% | +463.7% | +9,565.9% | +5,157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling