+23.3%
CAVA vs WST
-1.6%
+24.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -4.7% |
| 7D | -12.4% | +0.4% | -12.9% | -12.5% |
| 30D | -11.2% | -2.0% | -9.2% | -10.9% |
| 3M | -33.8% | +4.1% | -37.9% | -34.1% |
| 6M | -32.5% | +47.4% | -79.9% | -36.1% |
| YTD | -8.0% | +25.4% | -33.4% | -11.3% |
| 1Y | -17.1% | +35.3% | -52.4% | -20.7% |
| 3Y | +37.8% | -11.7% | +49.5% | +38.1% |
| All | +23.3% | -1.6% | +24.9% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling