+152.7%
CAPR vs WST
+1.6%
+151.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.1% | -9.8% | -9.9% |
| 7D | +7.6% | +1.4% | +6.3% | +7.2% |
| 30D | +13.3% | +12.7% | +0.6% | +8.6% |
| 3M | +130.4% | +17.2% | +113.2% | +117.3% |
| 6M | -70.8% | +26.7% | -97.5% | -73.6% |
| YTD | -69.3% | +50.3% | -119.6% | -74.3% |
| 1Y | +59.5% | +50.2% | +9.3% | +34.5% |
| 3Y | +216.8% | +21.7% | +195.1% | +158.7% |
| 5Y | +152.7% | +2.0% | +150.7% | +97.3% |
| All | +152.7% | +1.6% | +151.1% | +97.3% |
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