+577.4%
CF vs WST
+321.8%
+255.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.1% |
| 7D | +6.0% | +0.7% | +5.3% | +5.9% |
| 30D | +14.8% | -3.1% | +18.0% | +15.3% |
| 3M | +14.1% | +7.2% | +6.8% | +12.9% |
| 6M | +28.5% | +36.8% | -8.3% | +22.8% |
| YTD | +74.9% | +23.8% | +51.1% | +69.2% |
| 1Y | +61.7% | +37.8% | +23.9% | +53.8% |
| 3Y | +80.3% | -15.9% | +96.2% | +78.8% |
| 5Y | +226.0% | -25.8% | +251.8% | +228.7% |
| All | +577.4% | +321.8% | +255.6% | +303.7% |
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 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