+140.2%
CMS vs WST
+456.5%
-316.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.4% | +1.5% |
| 7D | +1.7% | +4.2% | -2.5% | +1.2% |
| 30D | +6.2% | +11.2% | -5.0% | +4.7% |
| 3M | +0.6% | +20.4% | -19.7% | -1.9% |
| 6M | -1.8% | +37.9% | -39.6% | -6.0% |
| YTD | +3.8% | +51.8% | -47.9% | -2.3% |
| 1Y | -1.8% | +56.6% | -58.4% | -8.0% |
| 3Y | +39.8% | +24.2% | +15.6% | +29.9% |
| 5Y | +37.1% | +0.7% | +36.4% | +29.8% |
| All | +140.2% | +456.5% | -316.4% | +52.2% |
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