+433.7%
WMT vs CMS
+116.0%
+317.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -5.8% | -1.3% | -4.5% | -5.4% |
| 3M | -10.8% | -5.4% | -5.4% | -9.0% |
| 6M | -14.3% | -10.3% | -4.0% | -11.2% |
| YTD | -4.4% | -0.2% | -4.2% | -4.5% |
| 1Y | +4.3% | -0.9% | +5.2% | +4.4% |
| 3Y | +100.1% | +34.0% | +66.1% | +78.2% |
| 5Y | +130.8% | +23.6% | +107.3% | +109.7% |
| 10Y | +433.7% | +122.2% | +311.5% | +300.1% |
| All | +433.7% | +116.0% | +317.7% | +300.1% |
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