+470.7%
CF vs WST
+449.7%
+21.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.4% |
| 7D | +5.4% | +4.9% | +0.5% | +4.7% |
| 30D | +6.5% | +10.7% | -4.1% | +5.1% |
| 3M | +4.6% | +16.8% | -12.2% | +2.5% |
| 6M | -3.3% | +32.0% | -35.3% | -6.8% |
| YTD | +63.9% | +49.9% | +14.0% | +54.7% |
| 1Y | +50.4% | +50.6% | -0.2% | +41.8% |
| 3Y | +68.2% | +21.4% | +46.8% | +57.3% |
| 5Y | +113.8% | -0.6% | +114.4% | +105.8% |
| All | +470.7% | +449.7% | +21.0% | +233.3% |
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