+31.0%
CAVA vs WST
+17.7%
+13.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -4.4% | +4.9% | -9.3% | -5.1% |
| 30D | +8.2% | +10.7% | -2.4% | +6.8% |
| 3M | -17.4% | +16.8% | -34.3% | -19.2% |
| 6M | -25.7% | +32.0% | -57.7% | -28.5% |
| YTD | -2.3% | +49.9% | -52.2% | -8.1% |
| 1Y | +17.6% | +50.6% | -33.0% | +10.5% |
| 3Y | +84.6% | +21.4% | +63.2% | +63.1% |
| All | +31.0% | +17.7% | +13.3% | +11.8% |
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