+58.2%
CAPR vs WST
+37.6%
+20.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +2.3% |
| 7D | -2.0% | +0.7% | -2.7% | -3.0% |
| 30D | +139.2% | -3.1% | +142.3% | +149.0% |
| 3M | -66.4% | +7.2% | -73.6% | -71.5% |
| 6M | -63.1% | +36.8% | -100.0% | -82.3% |
| YTD | -67.4% | +23.8% | -91.3% | -80.2% |
| 1Y | +58.2% | +37.8% | +20.5% | -3.4% |
| All | +58.2% | +37.6% | +20.7% | -3.4% |
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 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