+26,336.4%
WM vs CMS
+457.8%
+25,878.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -2.4% | -3.6% | +1.2% | -1.5% |
| 3M | +0.4% | -1.9% | +2.3% | +1.0% |
| 6M | -9.5% | -11.0% | +1.5% | -6.8% |
| YTD | +0.5% | +0.2% | +0.3% | +0.4% |
| 1Y | -1.1% | -1.3% | +0.2% | -0.8% |
| 3Y | +46.0% | +35.9% | +10.1% | +34.4% |
| 5Y | +51.8% | +23.1% | +28.7% | +42.8% |
| 10Y | +307.5% | +117.9% | +189.6% | +236.4% |
| All | +26,336.4% | +457.8% | +25,878.6% | +17,164.0% |
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