-73.9%
CAPR vs WST
+29.8%
-103.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.4% | -4.1% |
| 7D | +29.7% | -5.8% | +35.5% | +28.8% |
| 30D | +11.0% | +5.3% | +5.6% | +12.4% |
| 3M | +118.8% | +11.8% | +107.0% | +121.9% |
| 6M | -73.9% | +26.7% | -100.6% | -73.9% |
| All | -73.9% | +29.8% | -103.7% | -73.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling