+146.7%
CI vs WST
+322.7%
-176.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | +4.4% | -3.1% | +7.6% | +5.0% |
| 3M | +0.7% | +7.2% | -6.6% | -0.6% |
| 6M | +0.3% | +36.8% | -36.5% | -5.1% |
| YTD | +3.8% | +23.8% | -20.0% | -0.4% |
| 1Y | -5.5% | +37.8% | -43.3% | -11.0% |
| 3Y | +8.1% | -15.9% | +24.0% | +7.0% |
| 5Y | +42.8% | -25.8% | +68.6% | +45.7% |
| All | +146.7% | +322.7% | -176.0% | +33.9% |
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 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