+345.7%
WM vs CMS
+130.3%
+215.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +4.5% | +1.7% | +2.8% | +3.6% |
| 30D | +16.1% | +8.6% | +7.4% | +11.5% |
| 3M | +8.0% | -0.5% | +8.5% | +8.2% |
| 6M | +8.4% | -4.2% | +12.6% | +10.6% |
| YTD | +11.2% | +3.4% | +7.8% | +9.2% |
| 1Y | +22.3% | +0.4% | +21.9% | +21.7% |
| 3Y | +50.2% | +38.2% | +12.0% | +26.1% |
| 5Y | +63.3% | +35.4% | +27.9% | +36.6% |
| All | +345.7% | +130.3% | +215.4% | +215.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling