+4.3%
WMT vs CMS
-0.2%
+4.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.3% |
| 3M | -10.8% | -5.4% | -5.4% | -8.8% |
| 6M | -14.3% | -10.3% | -4.0% | -10.4% |
| YTD | -4.4% | -0.2% | -4.2% | -3.7% |
| 1Y | +4.3% | -0.9% | +5.2% | +6.0% |
| All | +4.3% | -0.2% | +4.5% | +6.0% |
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 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