+290.3%
CG vs WST
+441.1%
-150.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -1.2% |
| 7D | -1.2% | -3.1% | +1.9% | -0.2% |
| 30D | +5.0% | +9.1% | -4.1% | +2.4% |
| 3M | -18.2% | +14.7% | -32.9% | -21.6% |
| 6M | -20.7% | +28.0% | -48.7% | -26.9% |
| YTD | -31.4% | +45.6% | -77.1% | -39.7% |
| 1Y | -22.3% | +45.7% | -67.9% | -31.7% |
| 3Y | +50.2% | +21.1% | +29.1% | +26.6% |
| 5Y | -22.1% | +0.3% | -22.4% | -31.0% |
| All | +290.3% | +441.1% | -150.8% | +94.6% |
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