+3,994.3%
CMG vs WST
+2,542.7%
+1,451.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -6.5% | -1.7% | -4.8% | -6.0% |
| 30D | +12.1% | -4.3% | +16.4% | +13.6% |
| 3M | +20.6% | +0.7% | +19.8% | +20.2% |
| 6M | +2.1% | +36.0% | -33.9% | -7.9% |
| YTD | -2.6% | +22.7% | -25.4% | -9.6% |
| 1Y | -8.7% | +34.1% | -42.8% | -17.9% |
| 3Y | -7.4% | -13.6% | +6.2% | -12.6% |
| 5Y | -5.7% | -26.0% | +20.3% | -8.0% |
| 10Y | +322.3% | +335.8% | -13.4% | +86.3% |
| All | +3,994.3% | +2,542.7% | +1,451.6% | +644.0% |
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