-98.1%
CAPR vs WST
+1,790.6%
-1,888.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.4% | -2.7% |
| 7D | +29.7% | -5.8% | +35.5% | +31.4% |
| 30D | +11.0% | +5.3% | +5.6% | +9.7% |
| 3M | +118.8% | +11.8% | +107.0% | +113.2% |
| 6M | -73.9% | +26.7% | -100.6% | -75.5% |
| YTD | -70.2% | +43.0% | -113.2% | -73.0% |
| 1Y | +38.3% | +38.9% | -0.6% | +26.7% |
| 3Y | +199.7% | +18.2% | +181.5% | +169.3% |
| 5Y | +130.6% | -1.5% | +132.1% | +109.3% |
| 10Y | -68.5% | +439.0% | -507.5% | -73.8% |
| All | -98.1% | +1,790.6% | -1,888.7% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling