-16.0%
CAG vs WST
+33.7%
-49.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -1.0% |
| 7D | -6.6% | -1.7% | -5.0% | -6.5% |
| 30D | +2.3% | -4.3% | +6.6% | +2.7% |
| 3M | +16.3% | +0.7% | +15.6% | +16.2% |
| 6M | -16.0% | +36.0% | -52.1% | -18.5% |
| YTD | -7.7% | +22.7% | -30.4% | -9.4% |
| 1Y | -16.0% | +34.1% | -50.1% | -22.2% |
| All | -16.0% | +33.7% | -49.8% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling