+60.4%
CFG vs WST
+1.0%
+59.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +3.2% | +4.2% | -1.0% | +2.5% |
| 30D | +5.1% | +11.2% | -6.1% | +3.4% |
| 3M | -11.2% | +20.4% | -31.6% | -13.8% |
| 6M | +9.6% | +37.9% | -28.3% | +4.1% |
| YTD | +15.0% | +51.8% | -36.8% | +7.1% |
| 1Y | +29.9% | +56.6% | -26.8% | +20.4% |
| 3Y | +192.1% | +24.2% | +167.9% | +167.3% |
| All | +60.4% | +1.0% | +59.4% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling