+23.6%
WMT vs CMS
-0.8%
+24.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +12.8% | +7.4% | +5.3% | +9.9% |
| 3M | +11.7% | +1.9% | +9.8% | +11.1% |
| 6M | -3.5% | -2.3% | -1.2% | -2.5% |
| YTD | +13.4% | +3.0% | +10.4% | +13.8% |
| 1Y | +23.6% | -2.8% | +26.4% | +27.8% |
| All | +23.6% | -0.8% | +24.4% | +27.8% |
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 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