-28.5%
CEG vs WST
+42.2%
-70.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +3.9% |
| 7D | -4.7% | -3.1% | -1.6% | -4.1% |
| 30D | -16.6% | +9.1% | -25.7% | -18.1% |
| 3M | -4.1% | +14.7% | -18.8% | -7.0% |
| 6M | -22.3% | +28.0% | -50.3% | -27.3% |
| YTD | -28.9% | +45.6% | -74.6% | -34.0% |
| 1Y | -28.5% | +45.7% | -74.1% | -33.6% |
| All | -28.5% | +42.2% | -70.7% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling