+217.0%
CFG vs WST
+452.4%
-235.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +0.7% | +1.4% | -0.7% | +0.4% |
| 30D | +2.8% | +12.8% | -10.0% | +0.3% |
| 3M | -10.1% | +17.2% | -27.3% | -13.1% |
| 6M | +3.2% | +26.7% | -23.6% | -2.0% |
| YTD | +14.2% | +50.4% | -36.2% | +4.1% |
| 1Y | +27.4% | +50.3% | -22.9% | +16.1% |
| 3Y | +187.6% | +21.8% | +165.8% | +158.2% |
| 5Y | +65.7% | +2.1% | +63.6% | +51.5% |
| All | +217.0% | +452.4% | -235.4% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling