+518.2%
CEG vs WST
+8.0%
+510.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +4.0% |
| 7D | -4.7% | -3.1% | -1.6% | -4.3% |
| 30D | -16.6% | +9.1% | -25.7% | -17.7% |
| 3M | -4.1% | +14.7% | -18.8% | -6.2% |
| 6M | -22.3% | +28.0% | -50.3% | -25.4% |
| YTD | -28.9% | +45.6% | -74.6% | -33.3% |
| 1Y | -28.5% | +45.7% | -74.1% | -32.8% |
| 3Y | +104.3% | +21.1% | +83.2% | +86.5% |
| All | +518.2% | +8.0% | +510.2% | +473.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling