+167.0%
CMI vs WST
-27.5%
+194.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.7% | -1.7% | +2.4% | +0.9% |
| 30D | -12.3% | -4.3% | -8.0% | -11.8% |
| 3M | -16.8% | +0.7% | -17.5% | -17.0% |
| 6M | +1.5% | +36.0% | -34.5% | -3.3% |
| YTD | +9.8% | +22.7% | -13.0% | +5.9% |
| 1Y | +42.6% | +34.1% | +8.5% | +35.7% |
| 3Y | +151.0% | -13.6% | +164.6% | +144.2% |
| 5Y | +167.0% | -26.0% | +193.0% | +145.6% |
| All | +167.0% | -27.5% | +194.6% | +145.6% |
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