+38.0%
CMS vs WST
+19.1%
+19.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.4% |
| 7D | -0.5% | -3.1% | +2.6% | -0.4% |
| 30D | +7.2% | +9.1% | -1.9% | +6.9% |
| 3M | -1.3% | +14.7% | -15.9% | -1.7% |
| 6M | -4.3% | +28.0% | -32.3% | -5.1% |
| YTD | +2.1% | +45.6% | -43.6% | +0.8% |
| 1Y | -0.6% | +45.7% | -46.3% | -1.8% |
| 3Y | +38.0% | +21.1% | +17.0% | +28.1% |
| All | +38.0% | +19.1% | +19.0% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling