-0.9%
CMG vs WST
+1.6%
-2.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +8.0% | +1.4% | +6.6% | +7.7% |
| 30D | +13.7% | +12.7% | +1.0% | +11.6% |
| 3M | +11.8% | +17.2% | -5.4% | +8.9% |
| 6M | +10.6% | +26.7% | -16.1% | +6.3% |
| YTD | -2.9% | +50.3% | -53.2% | -9.5% |
| 1Y | +17.8% | +50.2% | -32.4% | +9.8% |
| 3Y | -15.3% | +21.7% | -37.0% | -22.1% |
| 5Y | -0.9% | +2.0% | -2.9% | -0.2% |
| All | -0.9% | +1.6% | -2.5% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling