+74.9%
CB vs WST
+16.9%
+58.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.5% |
| 7D | +2.6% | -5.8% | +8.4% | +2.9% |
| 30D | +11.2% | +5.3% | +5.9% | +10.9% |
| 3M | +5.7% | +11.8% | -6.1% | +5.2% |
| 6M | +15.9% | +26.7% | -10.8% | +14.5% |
| YTD | +20.2% | +43.0% | -22.8% | +17.9% |
| 1Y | +32.4% | +38.9% | -6.5% | +30.0% |
| All | +74.9% | +16.9% | +58.0% | +68.2% |
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