+34.7%
CMS vs WST
-0.1%
+34.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.3% |
| 7D | -1.3% | -3.1% | +1.8% | -1.1% |
| 30D | +6.3% | +9.1% | -2.8% | +5.6% |
| 3M | -2.1% | +14.7% | -16.7% | -3.1% |
| 6M | -5.1% | +28.0% | -33.1% | -6.9% |
| YTD | +1.3% | +45.6% | -44.4% | -1.9% |
| 1Y | -1.4% | +45.7% | -47.1% | -4.5% |
| 3Y | +36.9% | +21.1% | +15.8% | +31.2% |
| All | +34.7% | -0.1% | +34.8% | +25.9% |
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