+62.0%
CFG vs WST
-0.1%
+62.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.2% |
| 7D | -0.9% | -3.1% | +2.2% | -0.4% |
| 30D | +1.1% | +9.1% | -8.0% | -0.3% |
| 3M | -12.0% | +14.7% | -26.7% | -13.9% |
| 6M | -2.2% | +28.0% | -30.2% | -6.1% |
| YTD | +11.4% | +45.6% | -34.2% | +4.5% |
| 1Y | +27.8% | +45.7% | -17.8% | +19.8% |
| 3Y | +173.3% | +21.1% | +152.2% | +150.5% |
| All | +62.0% | -0.1% | +62.2% | +41.9% |
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