+271.0%
CG vs WST
+449.7%
-178.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | -1.5% | +4.9% | -6.4% | -2.9% |
| 30D | +5.7% | +10.7% | -5.0% | +2.6% |
| 3M | -17.9% | +16.8% | -34.7% | -21.7% |
| 6M | -20.2% | +32.0% | -52.2% | -27.0% |
| YTD | -32.0% | +49.9% | -81.9% | -40.7% |
| 1Y | -27.0% | +50.6% | -77.7% | -36.5% |
| 3Y | +42.8% | +21.4% | +21.3% | +20.9% |
| 5Y | -23.4% | -0.6% | -22.9% | -31.8% |
| All | +271.0% | +449.7% | -178.7% | +81.0% |
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