+136.0%
CMS vs WST
+452.5%
-316.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.1% | +1.0% | -2.1% | -1.3% |
| 30D | +6.6% | +12.3% | -5.7% | +4.9% |
| 3M | +0.8% | +17.5% | -16.7% | -1.4% |
| 6M | -3.3% | +28.2% | -31.5% | -6.7% |
| YTD | +2.7% | +50.4% | -47.7% | -3.2% |
| 1Y | -4.0% | +49.3% | -53.3% | -9.5% |
| 3Y | +37.6% | +21.8% | +15.8% | +28.3% |
| 5Y | +35.4% | +0.3% | +35.1% | +28.2% |
| 10Y | +136.0% | +451.2% | -315.1% | +49.8% |
| All | +136.0% | +452.5% | -316.5% | +49.8% |
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