+137.3%
WMT vs CMS
+37.9%
+99.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | +12.9% | +7.1% | +5.8% | +10.7% |
| 3M | +12.6% | -1.3% | +13.9% | +13.0% |
| 6M | -3.4% | -2.7% | -0.8% | -2.7% |
| YTD | +13.5% | +2.6% | +10.9% | +13.0% |
| 1Y | +23.5% | -2.0% | +25.5% | +24.3% |
| 3Y | +137.3% | +39.6% | +97.7% | +132.4% |
| All | +137.3% | +37.9% | +99.4% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling