+10,587.0%
WMT vs CMS
+471.3%
+10,115.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -1.6% | -0.9% | -0.7% | -1.4% |
| 30D | +12.9% | +7.1% | +5.8% | +11.4% |
| 3M | +12.6% | -1.3% | +13.9% | +12.9% |
| 6M | -3.4% | -2.7% | -0.8% | -3.0% |
| YTD | +13.5% | +2.6% | +10.9% | +12.8% |
| 1Y | +23.5% | -2.0% | +25.5% | +23.9% |
| 3Y | +137.3% | +39.6% | +97.7% | +121.3% |
| 5Y | +167.9% | +35.3% | +132.6% | +150.2% |
| 10Y | +526.6% | +132.3% | +394.3% | +428.2% |
| All | +10,587.0% | +471.3% | +10,115.7% | +7,356.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling