+144.6%
CAPR vs WST
-0.1%
+144.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +4.0% |
| 7D | +41.1% | -3.1% | +44.2% | +42.6% |
| 30D | +11.1% | +9.1% | +2.0% | +7.7% |
| 3M | +115.3% | +14.7% | +100.6% | +104.5% |
| 6M | -73.8% | +28.0% | -101.8% | -76.5% |
| YTD | -68.8% | +45.6% | -114.5% | -73.7% |
| 1Y | +43.3% | +45.7% | -2.3% | +22.1% |
| 3Y | +214.7% | +21.1% | +193.6% | +156.5% |
| All | +144.6% | -0.1% | +144.7% | +94.5% |
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 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