+601.8%
CAG vs WST
+12,330.1%
-11,728.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -3.8% | +0.7% | -4.5% | -3.9% |
| 30D | +3.1% | -3.1% | +6.3% | +3.6% |
| 3M | +23.5% | +7.2% | +16.3% | +22.2% |
| 6M | -14.8% | +36.8% | -51.7% | -18.6% |
| YTD | -5.4% | +23.8% | -29.3% | -8.5% |
| 1Y | -11.8% | +37.8% | -49.6% | -16.1% |
| 3Y | -36.7% | -15.9% | -20.8% | -37.7% |
| 5Y | -40.3% | -25.8% | -14.4% | -41.1% |
| 10Y | -37.0% | +319.6% | -356.6% | -54.2% |
| All | +601.8% | +12,330.1% | -11,728.3% | +210.6% |
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