-36.0%
CAG vs WST
+24.3%
-60.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.2% |
| 7D | -3.3% | +4.2% | -7.6% | -3.5% |
| 30D | +7.7% | +11.2% | -3.6% | +7.1% |
| 3M | -3.2% | +20.4% | -23.6% | -4.1% |
| 6M | +7.0% | +37.9% | -30.9% | +5.3% |
| YTD | -9.0% | +51.8% | -60.8% | -10.9% |
| 1Y | -9.6% | +56.6% | -66.2% | -11.6% |
| 3Y | -36.0% | +24.2% | -60.2% | -40.4% |
| All | -36.0% | +24.3% | -60.3% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling