+9,012.0%
WMT vs CMS
+457.8%
+8,554.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +3.9% | +0.4% | +3.6% | +3.9% |
| 30D | -4.4% | -3.6% | -0.8% | -3.7% |
| 3M | -8.8% | -1.9% | -6.9% | -8.4% |
| 6M | -15.6% | -11.0% | -4.7% | -13.7% |
| YTD | -3.2% | +0.2% | -3.4% | -3.3% |
| 1Y | +7.0% | -1.3% | +8.4% | +7.2% |
| 3Y | +105.3% | +35.9% | +69.4% | +92.3% |
| 5Y | +129.3% | +23.1% | +106.2% | +118.0% |
| 10Y | +423.9% | +117.9% | +306.0% | +346.5% |
| All | +9,012.0% | +457.8% | +8,554.2% | +6,287.4% |
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 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