+350.2%
CG vs WST
+1,549.0%
-1,198.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -4.3% | +0.7% | -5.1% | -4.5% |
| 30D | -5.1% | -3.1% | -1.9% | -4.2% |
| 3M | +8.7% | +7.2% | +1.5% | +6.0% |
| 6M | -9.2% | +36.8% | -46.0% | -18.5% |
| YTD | -18.9% | +23.8% | -42.7% | -25.0% |
| 1Y | -25.6% | +37.8% | -63.4% | -34.0% |
| 3Y | +57.3% | -15.9% | +73.2% | +52.1% |
| 5Y | +10.2% | -25.8% | +36.0% | +7.7% |
| 10Y | +364.2% | +319.6% | +44.6% | +144.3% |
| All | +350.2% | +1,549.0% | -1,198.8% | +68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling