+60.1%
CAVA vs WST
-13.5%
+73.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.9% |
| 7D | -1.5% | -0.3% | -1.3% | -1.5% |
| 30D | -3.7% | -4.6% | +1.0% | -3.0% |
| 3M | -18.3% | +5.7% | -24.0% | -18.9% |
| 6M | -23.5% | +37.6% | -61.0% | -26.6% |
| YTD | +2.5% | +23.0% | -20.6% | -0.7% |
| 1Y | -8.0% | +33.8% | -41.8% | -11.4% |
| All | +60.1% | -13.5% | +73.6% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling