+60.4%
CF vs WST
+16.9%
+43.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.0% | +10.2% | +6.3% |
| 7D | +0.4% | -5.8% | +6.2% | +0.6% |
| 30D | +2.2% | +5.3% | -3.1% | +2.0% |
| 3M | +2.1% | +11.8% | -9.7% | +1.7% |
| 6M | -6.5% | +26.7% | -33.2% | -7.3% |
| YTD | +55.6% | +43.0% | +12.6% | +53.7% |
| 1Y | +42.3% | +38.9% | +3.4% | +40.7% |
| All | +60.4% | +16.9% | +43.5% | +54.5% |
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