+112.0%
CF vs WST
-0.1%
+112.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -3.2% | -3.1% | -0.1% | -3.0% |
| 30D | +4.3% | +9.1% | -4.8% | +3.7% |
| 3M | +2.8% | +14.7% | -11.9% | +1.8% |
| 6M | +0.6% | +28.0% | -27.4% | -1.2% |
| YTD | +56.6% | +45.6% | +11.0% | +52.1% |
| 1Y | +49.6% | +45.7% | +4.0% | +45.3% |
| 3Y | +61.5% | +21.1% | +40.4% | +55.1% |
| All | +112.0% | -0.1% | +112.1% | +112.3% |
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 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