+61.5%
CF vs WST
+19.1%
+42.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -3.2% | -3.1% | -0.1% | -3.1% |
| 30D | +4.3% | +9.1% | -4.8% | +4.0% |
| 3M | +2.8% | +14.7% | -11.9% | +2.3% |
| 6M | +0.6% | +28.0% | -27.4% | -0.3% |
| YTD | +56.6% | +45.6% | +11.0% | +54.6% |
| 1Y | +49.6% | +45.7% | +4.0% | +47.7% |
| 3Y | +61.5% | +21.1% | +40.4% | +55.5% |
| All | +61.5% | +19.1% | +42.4% | +55.5% |
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