+29,154.7%
WM vs CMS
+475.9%
+28,678.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +4.5% | +1.7% | +2.8% | +4.1% |
| 30D | +16.1% | +8.6% | +7.4% | +13.7% |
| 3M | +8.0% | -0.5% | +8.5% | +8.2% |
| 6M | +8.4% | -4.2% | +12.6% | +9.6% |
| YTD | +11.2% | +3.4% | +7.8% | +10.2% |
| 1Y | +22.3% | +0.4% | +21.9% | +22.1% |
| 3Y | +50.2% | +38.2% | +12.0% | +37.8% |
| 5Y | +63.3% | +35.4% | +27.9% | +50.1% |
| 10Y | +355.0% | +131.7% | +223.4% | +270.4% |
| All | +29,154.7% | +475.9% | +28,678.8% | +18,852.8% |
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