+332.6%
CMI vs WST
+456.5%
-124.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -0.9% |
| 7D | +0.5% | +4.2% | -3.8% | -0.3% |
| 30D | -14.0% | +11.2% | -25.2% | -15.7% |
| 3M | -28.1% | +20.4% | -48.5% | -30.7% |
| 6M | -35.8% | +37.9% | -73.7% | -39.9% |
| YTD | -10.5% | +51.8% | -62.3% | -18.0% |
| 1Y | -1.9% | +56.6% | -58.5% | -10.7% |
| 3Y | +121.0% | +24.2% | +96.8% | +98.8% |
| 5Y | +114.6% | +0.7% | +113.9% | +98.5% |
| All | +332.6% | +456.5% | -124.0% | +126.9% |
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