-89.4%
CDE vs WST
+12,330.1%
-12,419.5%
-99.4%
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 | +21.9% | -3.1% | +25.0% | +23.0% |
| 3M | +14.9% | +7.2% | +7.7% | +13.0% |
| 6M | -10.5% | +36.8% | -47.3% | -17.7% |
| YTD | +19.3% | +23.8% | -4.6% | +12.2% |
| 1Y | +50.8% | +37.8% | +13.0% | +37.4% |
| 3Y | +782.3% | -15.9% | +798.2% | +760.4% |
| 5Y | +191.7% | -25.8% | +217.5% | +186.7% |
| 10Y | +57.6% | +319.6% | -262.0% | -2.1% |
| All | -89.4% | +12,330.1% | -12,419.5% | -95.7% |
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