+321.2%
CMG vs WST
+341.6%
-20.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.2% |
| 7D | -3.8% | +0.4% | -4.3% | -3.9% |
| 30D | +12.9% | -2.0% | +14.9% | +13.4% |
| 3M | +18.8% | +4.1% | +14.7% | +17.7% |
| 6M | +4.1% | +47.4% | -43.4% | -4.7% |
| YTD | -2.4% | +25.4% | -27.8% | -7.6% |
| 1Y | -6.7% | +35.3% | -42.0% | -13.3% |
| 3Y | -7.1% | -11.7% | +4.6% | -9.7% |
| 5Y | -5.0% | -24.0% | +19.0% | -5.3% |
| All | +321.2% | +341.6% | -20.5% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling