+895.8%
CCI vs WST
+7,038.4%
-6,142.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.6% |
| 7D | -0.4% | +0.7% | -1.1% | -0.6% |
| 30D | +2.7% | -3.1% | +5.8% | +3.7% |
| 3M | -18.2% | +7.2% | -25.4% | -20.3% |
| 6M | -14.8% | +36.8% | -51.6% | -23.7% |
| YTD | -12.6% | +23.8% | -36.4% | -19.4% |
| 1Y | -16.7% | +37.8% | -54.5% | -26.3% |
| 3Y | -10.5% | -15.9% | +5.4% | -14.6% |
| 5Y | -51.4% | -25.8% | -25.6% | -53.0% |
| 10Y | +20.0% | +319.6% | -299.6% | -42.8% |
| All | +895.8% | +7,038.4% | -6,142.6% | +21.2% |
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 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