+25.9%
CMS vs WST
-25.7%
+51.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +0.4% | +0.7% | -0.4% | +0.3% |
| 30D | -3.6% | -3.1% | -0.5% | -3.4% |
| 3M | -1.9% | +7.2% | -9.1% | -2.5% |
| 6M | -11.0% | +36.8% | -47.8% | -13.2% |
| YTD | +0.2% | +23.8% | -23.7% | -1.7% |
| 1Y | -1.3% | +37.8% | -39.1% | -4.1% |
| 3Y | +35.9% | -15.9% | +51.8% | +36.1% |
| All | +25.9% | -25.7% | +51.5% | +20.5% |
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