-37.2%
CAG vs WST
+341.6%
-378.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -2.9% |
| 7D | -5.9% | +0.4% | -6.3% | -5.9% |
| 30D | -1.5% | -2.0% | +0.5% | -1.4% |
| 3M | +11.5% | +4.1% | +7.4% | +11.0% |
| 6M | -15.7% | +47.4% | -63.1% | -19.0% |
| YTD | -10.2% | +25.4% | -35.6% | -12.5% |
| 1Y | -18.1% | +35.3% | -53.4% | -20.9% |
| 3Y | -39.4% | -11.7% | -27.7% | -40.3% |
| 5Y | -42.6% | -24.0% | -18.6% | -42.5% |
| All | -37.2% | +341.6% | -378.9% | -56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling