+103.2%
CB vs WST
-0.1%
+103.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -1.9% |
| 7D | +0.2% | -3.1% | +3.4% | +0.5% |
| 30D | +9.1% | +9.1% | 0.0% | +8.4% |
| 3M | +3.4% | +14.7% | -11.3% | +2.4% |
| 6M | +14.1% | +28.0% | -13.9% | +11.9% |
| YTD | +18.0% | +45.6% | -27.6% | +14.5% |
| 1Y | +30.1% | +45.7% | -15.5% | +26.2% |
| 3Y | +71.8% | +21.1% | +50.7% | +64.6% |
| All | +103.2% | -0.1% | +103.3% | +101.0% |
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