+54.3%
CDE vs WST
+341.6%
-287.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.7% |
| 7D | -6.1% | +0.4% | -6.5% | -6.2% |
| 30D | +9.5% | -2.0% | +11.5% | +10.1% |
| 3M | +32.0% | +4.1% | +27.9% | +30.7% |
| 6M | -12.8% | +47.4% | -60.2% | -21.3% |
| YTD | +14.2% | +25.4% | -11.2% | +7.0% |
| 1Y | +36.3% | +35.3% | +1.0% | +24.6% |
| 3Y | +821.4% | -11.7% | +833.1% | +791.5% |
| 5Y | +194.3% | -24.0% | +218.3% | +183.3% |
| All | +54.3% | +341.6% | -287.4% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling