+323.8%
CFG vs WST
+321.8%
+2.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.5% | +0.7% | +0.8% | +1.4% |
| 30D | -3.8% | -3.1% | -0.7% | -3.2% |
| 3M | +11.5% | +7.2% | +4.3% | +9.8% |
| 6M | +19.2% | +36.8% | -17.6% | +11.2% |
| YTD | +23.7% | +23.8% | -0.1% | +17.5% |
| 1Y | +38.8% | +37.8% | +1.1% | +28.5% |
| 3Y | +178.9% | -15.9% | +194.8% | +174.3% |
| 5Y | +101.8% | -25.8% | +127.6% | +99.1% |
| All | +323.8% | +321.8% | +2.0% | +113.7% |
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