+6,646.7%
CB vs WST
+9,238.1%
-2,591.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | -3.1% | -3.1% | 0.0% | -2.4% |
| 3M | +9.0% | +7.2% | +1.7% | +6.8% |
| 6M | +2.9% | +36.8% | -34.0% | -5.7% |
| YTD | +10.1% | +23.8% | -13.7% | +3.1% |
| 1Y | +22.8% | +37.8% | -15.0% | +11.4% |
| 3Y | +73.8% | -15.9% | +89.7% | +67.5% |
| 5Y | +99.2% | -25.8% | +125.0% | +92.3% |
| 10Y | +218.2% | +319.6% | -101.4% | +63.2% |
| All | +6,646.7% | +9,238.1% | -2,591.4% | +1,355.1% |
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 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