+107.8%
CB vs WST
+1.0%
+106.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +1.0% |
| 7D | +2.9% | +4.2% | -1.3% | +2.6% |
| 30D | +7.3% | +11.2% | -3.9% | +6.5% |
| 3M | +9.4% | +20.4% | -11.0% | +7.9% |
| 6M | +19.6% | +37.9% | -18.2% | +16.7% |
| YTD | +21.5% | +51.8% | -30.3% | +17.5% |
| 1Y | +28.0% | +56.6% | -28.6% | +23.4% |
| 3Y | +74.9% | +24.2% | +50.7% | +67.4% |
| All | +107.8% | +1.0% | +106.8% | +104.9% |
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