+3,981.8%
CMG vs WST
+3,135.8%
+846.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +8.0% | +1.4% | +6.6% | +7.5% |
| 30D | +13.7% | +12.7% | +1.0% | +9.5% |
| 3M | +11.8% | +17.2% | -5.4% | +6.1% |
| 6M | +10.6% | +26.7% | -16.1% | +2.3% |
| YTD | -2.9% | +50.3% | -53.2% | -15.6% |
| 1Y | +17.8% | +50.2% | -32.4% | +2.4% |
| 3Y | -15.3% | +21.7% | -37.0% | -29.1% |
| 5Y | -0.9% | +2.0% | -2.9% | -13.5% |
| 10Y | +358.4% | +451.1% | -92.7% | +87.4% |
| All | +3,981.8% | +3,135.8% | +846.1% | +594.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling