+129.7%
WMT vs CMS
+26.5%
+103.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +0.1% | +1.2% | -1.1% | -0.2% |
| 30D | -5.0% | -3.2% | -1.8% | -4.0% |
| 3M | -11.3% | -2.2% | -9.1% | -10.7% |
| 6M | -13.8% | -9.4% | -4.4% | -11.2% |
| YTD | -4.2% | +0.7% | -4.9% | -4.4% |
| 1Y | +4.6% | +0.4% | +4.2% | +4.4% |
| 3Y | +100.5% | +35.2% | +65.3% | +82.3% |
| 5Y | +129.7% | +24.1% | +105.5% | +112.1% |
| All | +129.7% | +26.5% | +103.2% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling