+341.4%
CG vs WST
+321.8%
+19.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -3.2% | -4.6% | +1.4% | -1.8% |
| 3M | +6.2% | +5.7% | +0.5% | +4.1% |
| 6M | -4.7% | +37.6% | -42.2% | -14.5% |
| YTD | -20.6% | +23.0% | -43.7% | -26.5% |
| 1Y | -26.4% | +33.8% | -60.2% | -34.0% |
| 3Y | +55.4% | -13.4% | +68.7% | +48.6% |
| 5Y | +9.8% | -27.0% | +36.8% | +8.2% |
| 10Y | +341.4% | +324.5% | +16.8% | +132.4% |
| All | +341.4% | +321.8% | +19.5% | +132.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling