-74.9%
CAPR vs WST
+321.8%
-396.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -2.0% | +0.7% | -2.7% | -2.3% |
| 30D | +139.2% | -3.1% | +142.3% | +142.1% |
| 3M | -66.4% | +7.2% | -73.6% | -67.7% |
| 6M | -63.1% | +36.8% | -100.0% | -68.2% |
| YTD | -67.4% | +23.8% | -91.3% | -70.9% |
| 1Y | +58.2% | +37.8% | +20.5% | +38.2% |
| 3Y | +42.2% | -15.9% | +58.1% | +34.4% |
| 5Y | +87.3% | -25.8% | +113.1% | +79.4% |
| All | -74.9% | +321.8% | -396.7% | -85.9% |
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