+43.5%
CG vs WST
+22.8%
+20.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | -1.5% | +4.9% | -6.4% | -2.0% |
| 30D | +5.7% | +10.7% | -5.0% | +4.5% |
| 3M | -17.9% | +16.8% | -34.7% | -19.3% |
| 6M | -20.2% | +32.0% | -52.2% | -22.8% |
| YTD | -32.0% | +49.9% | -81.9% | -35.6% |
| 1Y | -27.0% | +50.6% | -77.7% | -30.9% |
| All | +43.5% | +22.8% | +20.7% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling