+61.3%
WM vs CMS
+34.1%
+27.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | +0.8% | -1.1% | +1.9% | +1.3% |
| 30D | +13.8% | +6.6% | +7.2% | +10.7% |
| 3M | +6.4% | +0.8% | +5.6% | +6.0% |
| 6M | +13.2% | -3.3% | +16.5% | +14.9% |
| YTD | +10.8% | +2.7% | +8.0% | +9.5% |
| 1Y | +20.2% | -4.0% | +24.2% | +22.2% |
| 3Y | +46.5% | +37.6% | +8.9% | +26.6% |
| 5Y | +61.3% | +35.4% | +25.8% | +38.9% |
| All | +61.3% | +34.1% | +27.2% | +38.9% |
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 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