+237.6%
CFG vs WST
+441.1%
-203.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.3% |
| 7D | -0.9% | -3.1% | +2.2% | -0.3% |
| 30D | +1.1% | +9.1% | -8.0% | -0.7% |
| 3M | -12.0% | +14.7% | -26.7% | -14.5% |
| 6M | -2.2% | +28.0% | -30.2% | -7.3% |
| YTD | +11.4% | +45.6% | -34.2% | +2.3% |
| 1Y | +27.8% | +45.7% | -17.8% | +17.3% |
| 3Y | +173.3% | +21.1% | +152.2% | +145.0% |
| 5Y | +62.4% | +0.3% | +62.1% | +48.8% |
| All | +237.6% | +441.1% | -203.6% | +67.0% |
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