+187.4%
CEG vs WST
-15.6%
+203.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +4.9% |
| 7D | +8.0% | +0.7% | +7.3% | +8.0% |
| 30D | +12.9% | -3.1% | +16.1% | +13.2% |
| 3M | +13.2% | +7.2% | +6.0% | +12.4% |
| 6M | -7.0% | +36.8% | -43.8% | -9.4% |
| YTD | -15.0% | +23.8% | -38.8% | -16.6% |
| 1Y | -2.7% | +37.8% | -40.5% | -5.2% |
| All | +187.4% | -15.6% | +203.0% | +188.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling