+7.0%
WMT vs CMS
-1.9%
+8.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +3.9% | +0.4% | +3.6% | +3.8% |
| 30D | -4.4% | -3.6% | -0.8% | -3.1% |
| 3M | -8.8% | -1.9% | -6.9% | -7.8% |
| 6M | -15.6% | -11.0% | -4.7% | -11.7% |
| YTD | -3.2% | +0.2% | -3.4% | -2.5% |
| 1Y | +7.0% | -1.3% | +8.4% | +9.5% |
| All | +7.0% | -1.9% | +8.9% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling