+33.7%
CFG vs WST
+47.3%
-13.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.3% |
| 7D | +1.8% | +1.3% | +0.5% | +1.5% |
| 30D | +3.3% | +8.5% | -5.2% | +1.9% |
| 3M | -9.8% | +17.2% | -27.1% | -12.3% |
| 6M | +5.2% | +36.3% | -31.1% | -0.4% |
| YTD | +16.1% | +48.9% | -32.8% | +7.9% |
| 1Y | +33.7% | +42.9% | -9.2% | +25.9% |
| All | +33.7% | +47.3% | -13.6% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling