-69.4%
CAPR vs WST
+456.5%
-525.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.2% | -7.4% |
| 7D | +5.9% | +4.2% | +1.7% | +4.3% |
| 30D | +44.6% | +11.2% | +33.4% | +39.1% |
| 3M | +126.4% | +20.4% | +106.0% | +110.8% |
| 6M | -68.6% | +37.9% | -106.5% | -72.6% |
| YTD | -67.0% | +51.8% | -118.8% | -72.7% |
| 1Y | +65.2% | +56.6% | +8.5% | +36.7% |
| 3Y | +235.6% | +24.2% | +211.3% | +170.9% |
| 5Y | +175.4% | +0.7% | +174.8% | +134.1% |
| All | -69.4% | +456.5% | -525.9% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling