+237.0%
CFG vs WST
+466.7%
-229.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +2.3% |
| 7D | +0.3% | +1.3% | -1.0% | 0.0% |
| 30D | +3.2% | +12.9% | -9.6% | +0.7% |
| 3M | -9.7% | +16.7% | -26.4% | -12.6% |
| 6M | +3.6% | +26.8% | -23.2% | -1.6% |
| YTD | +14.7% | +50.5% | -35.8% | +4.6% |
| 1Y | +29.6% | +52.9% | -23.3% | +17.7% |
| 3Y | +190.6% | +23.9% | +166.7% | +159.6% |
| 5Y | +67.1% | +1.0% | +66.0% | +53.3% |
| 10Y | +237.0% | +451.4% | -214.4% | +64.5% |
| All | +237.0% | +466.7% | -229.7% | +64.5% |
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