+477.8%
CMS vs WST
+14,250.0%
-13,772.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.4% |
| 7D | +1.7% | -5.8% | +7.5% | +2.9% |
| 30D | +8.6% | +5.3% | +3.3% | +7.5% |
| 3M | -0.5% | +11.8% | -12.3% | -2.8% |
| 6M | -4.2% | +26.7% | -30.9% | -9.0% |
| YTD | +3.4% | +43.0% | -39.5% | -4.6% |
| 1Y | +0.4% | +38.9% | -38.4% | -6.9% |
| 3Y | +38.2% | +18.2% | +20.1% | +24.7% |
| 5Y | +35.4% | -1.5% | +36.9% | +23.9% |
| 10Y | +131.7% | +439.0% | -307.3% | +34.8% |
| All | +477.8% | +14,250.0% | -13,772.2% | +49.1% |
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 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