+5,967.0%
CF vs WST
+2,985.3%
+2,981.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | +6.0% | +0.7% | +5.3% | +5.8% |
| 30D | +14.8% | -3.1% | +18.0% | +15.8% |
| 3M | +14.1% | +7.2% | +6.8% | +11.6% |
| 6M | +28.5% | +36.8% | -8.3% | +16.7% |
| YTD | +74.9% | +23.8% | +51.1% | +62.7% |
| 1Y | +61.7% | +37.8% | +23.9% | +45.2% |
| 3Y | +80.3% | -15.9% | +96.2% | +73.2% |
| 5Y | +226.0% | -25.8% | +251.8% | +215.6% |
| 10Y | +569.9% | +319.6% | +250.3% | +184.3% |
| All | +5,967.0% | +2,985.3% | +2,981.7% | +989.6% |
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