+29.1%
CAVA vs WST
-3.7%
+32.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -6.0% |
| 7D | -8.5% | -1.7% | -6.9% | -8.3% |
| 30D | -8.2% | -4.3% | -3.9% | -7.6% |
| 3M | -25.9% | +0.7% | -26.7% | -26.0% |
| 6M | -30.9% | +36.0% | -66.9% | -33.9% |
| YTD | -3.7% | +22.7% | -26.5% | -6.9% |
| 1Y | -13.4% | +34.1% | -47.5% | -17.0% |
| 3Y | +44.2% | -13.6% | +57.8% | +45.0% |
| All | +29.1% | -3.7% | +32.7% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling