-41.0%
CAG vs WST
+1.0%
-41.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.2% |
| 7D | -3.3% | +4.2% | -7.6% | -3.6% |
| 30D | +7.7% | +11.2% | -3.6% | +7.0% |
| 3M | -3.2% | +20.4% | -23.6% | -4.2% |
| 6M | +7.0% | +37.9% | -30.9% | +5.1% |
| YTD | -9.0% | +51.8% | -60.8% | -11.1% |
| 1Y | -9.6% | +56.6% | -66.2% | -11.9% |
| 3Y | -36.0% | +24.2% | -60.2% | -38.1% |
| All | -41.0% | +1.0% | -41.9% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling