+503.2%
CMI vs WST
+344.2%
+159.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -0.7% | +1.8% | -2.6% | -1.1% |
| 30D | -12.4% | -1.7% | -10.7% | -12.1% |
| 3M | -14.8% | +4.9% | -19.7% | -15.7% |
| 6M | +0.8% | +45.5% | -44.7% | -6.8% |
| YTD | +10.2% | +26.1% | -15.9% | +4.6% |
| 1Y | +37.4% | +31.7% | +5.7% | +29.0% |
| 3Y | +153.3% | -12.1% | +165.4% | +145.6% |
| 5Y | +167.6% | -23.6% | +191.2% | +162.7% |
| All | +503.2% | +344.2% | +159.0% | +220.9% |
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 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