-97.5%
CAPR vs WST
+1,890.0%
-1,987.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +0.1% | +26.4% | +26.5% |
| 7D | +25.8% | +1.1% | +24.7% | +25.6% |
| 30D | +50.2% | +12.4% | +37.8% | +46.5% |
| 3M | +185.5% | +17.6% | +167.9% | +175.3% |
| 6M | -64.8% | +28.3% | -93.1% | -67.0% |
| YTD | -61.1% | +50.5% | -111.6% | -65.1% |
| 1Y | +81.0% | +49.4% | +31.6% | +63.5% |
| 3Y | +300.7% | +21.9% | +278.8% | +257.7% |
| 5Y | +223.3% | +0.4% | +223.0% | +191.6% |
| 10Y | -58.8% | +451.5% | -510.3% | -66.1% |
| All | -97.5% | +1,890.0% | -1,987.5% | -97.5% |
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 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