+593.0%
CEG vs WST
+12.6%
+580.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | +12.1% | +4.2% | +7.9% | +11.4% |
| 30D | +0.2% | +11.2% | -11.0% | -1.4% |
| 3M | +0.7% | +20.4% | -19.7% | -2.2% |
| 6M | +2.2% | +37.9% | -35.6% | -2.9% |
| YTD | -20.3% | +51.8% | -72.1% | -25.6% |
| 1Y | -16.1% | +56.6% | -72.7% | -22.1% |
| 3Y | +134.7% | +24.2% | +110.5% | +114.1% |
| All | +593.0% | +12.6% | +580.5% | +539.2% |
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 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