+248.2%
CB vs WST
+441.1%
-192.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -2.0% |
| 7D | +0.2% | -3.1% | +3.4% | +0.6% |
| 30D | +9.1% | +9.1% | 0.0% | +7.8% |
| 3M | +3.4% | +14.7% | -11.3% | +1.5% |
| 6M | +14.1% | +28.0% | -13.9% | +10.3% |
| YTD | +18.0% | +45.6% | -27.6% | +11.8% |
| 1Y | +30.1% | +45.7% | -15.5% | +23.2% |
| 3Y | +71.8% | +21.1% | +50.7% | +60.2% |
| 5Y | +101.8% | +0.3% | +101.5% | +92.3% |
| All | +248.2% | +441.1% | -192.9% | +112.1% |
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