+142.2%
CI vs WST
+466.7%
-324.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.1% |
| 7D | +0.1% | +1.3% | -1.1% | -0.1% |
| 30D | +4.7% | +12.9% | -8.2% | +2.6% |
| 3M | +5.2% | +16.7% | -11.4% | +2.5% |
| 6M | +3.8% | +26.8% | -23.0% | -0.4% |
| YTD | +9.2% | +50.5% | -41.3% | +1.5% |
| 1Y | +14.3% | +52.9% | -38.6% | +5.8% |
| 3Y | +8.4% | +23.9% | -15.5% | -1.0% |
| 5Y | +50.0% | +1.0% | +49.0% | +42.7% |
| 10Y | +142.2% | +451.4% | -309.2% | +17.8% |
| All | +142.2% | +466.7% | -324.5% | +17.8% |
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