+5,294.5%
CF vs WST
+3,461.8%
+1,832.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.0% | +10.2% | +7.2% |
| 7D | +0.4% | -5.8% | +6.2% | +1.9% |
| 30D | +2.2% | +5.3% | -3.1% | +0.6% |
| 3M | +2.1% | +11.8% | -9.7% | -1.1% |
| 6M | -6.5% | +26.7% | -33.2% | -12.9% |
| YTD | +55.6% | +43.0% | +12.6% | +39.0% |
| 1Y | +42.3% | +38.9% | +3.4% | +28.0% |
| 3Y | +55.7% | +18.2% | +37.6% | +34.5% |
| 5Y | +122.4% | -1.5% | +123.9% | +96.7% |
| 10Y | +568.5% | +439.0% | +129.6% | +160.4% |
| All | +5,294.5% | +3,461.8% | +1,832.7% | +830.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling