-93.0%
CDE vs WST
+15,134.9%
-15,227.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.5% | -2.6% |
| 7D | -9.6% | +4.2% | -13.9% | -10.5% |
| 30D | -6.7% | +11.2% | -17.9% | -9.1% |
| 3M | -24.2% | +20.4% | -44.6% | -27.8% |
| 6M | -29.1% | +37.9% | -67.0% | -34.7% |
| YTD | -21.5% | +51.8% | -73.3% | -30.0% |
| 1Y | -7.4% | +56.6% | -64.0% | -18.1% |
| 3Y | +596.3% | +24.2% | +572.1% | +512.1% |
| 5Y | +95.7% | +0.7% | +95.1% | +78.4% |
| 10Y | +53.0% | +456.3% | -403.3% | -11.6% |
| All | -93.0% | +15,134.9% | -15,227.9% | -97.3% |
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 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