-68.9%
CBRS vs WST
+37.0%
-105.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.3% | +4.5% | +4.7% |
| 7D | +0.4% | +1.3% | -0.9% | -0.6% |
| 30D | -41.1% | +12.9% | -54.0% | -45.7% |
| 3M | -57.4% | +16.7% | -74.0% | -61.3% |
| All | -68.9% | +37.0% | -105.9% | -68.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling