+459.7%
CMS vs WST
+12,330.1%
-11,870.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +0.4% | +0.7% | -0.4% | +0.2% |
| 30D | -3.6% | -3.1% | -0.5% | -3.0% |
| 3M | -1.9% | +7.2% | -9.1% | -3.4% |
| 6M | -11.0% | +36.8% | -47.8% | -16.9% |
| YTD | +0.2% | +23.8% | -23.7% | -4.8% |
| 1Y | -1.3% | +37.8% | -39.1% | -8.7% |
| 3Y | +35.9% | -15.9% | +51.8% | +32.1% |
| 5Y | +23.1% | -25.8% | +48.9% | +19.9% |
| 10Y | +117.9% | +319.6% | -201.7% | +33.9% |
| All | +459.7% | +12,330.1% | -11,870.5% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling