+19,478.9%
CMI vs WST
+12,330.1%
+7,148.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.1% |
| 7D | -0.7% | +0.7% | -1.5% | -1.0% |
| 30D | -13.4% | -3.1% | -10.3% | -12.6% |
| 3M | -17.0% | +7.2% | -24.2% | -19.1% |
| 6M | -1.6% | +36.8% | -38.5% | -11.9% |
| YTD | +11.0% | +23.8% | -12.9% | +2.5% |
| 1Y | +41.9% | +37.8% | +4.1% | +25.9% |
| 3Y | +151.8% | -15.9% | +167.7% | +140.7% |
| 5Y | +163.6% | -25.8% | +189.4% | +152.9% |
| 10Y | +472.9% | +319.6% | +153.3% | +160.6% |
| All | +19,478.9% | +12,330.1% | +7,148.8% | +3,465.4% |
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