Command-` does this natively: cycle through windows of the active application. Note that on an ANSI keyboard backtick is right above Tab so it makes sense from a layout perspective.
Lol you are right. Didn't know. I'll stick to my solution though now that I got so used to. I also have a few other nice shortcuts like:
option+< and option+> to resize window to left and right, and option+p to maximize. And also control+j and control+k to switch tabs in browsers and terminals.
Probably there are also native shortcuts for that, but I like how I can make mines consistent across all apps.
