+158.7%
CI vs WST
+441.1%
-282.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.9% |
| 7D | -1.6% | -3.1% | +1.5% | -1.1% |
| 30D | +5.4% | +9.1% | -3.7% | +3.9% |
| 3M | +7.3% | +14.7% | -7.4% | +4.8% |
| 6M | +5.3% | +28.0% | -22.7% | +0.9% |
| YTD | +8.5% | +45.6% | -37.2% | +1.3% |
| 1Y | +17.1% | +45.7% | -28.5% | +9.3% |
| 3Y | +1.4% | +21.1% | -19.7% | -7.2% |
| 5Y | +50.5% | +0.3% | +50.1% | +42.5% |
| All | +158.7% | +441.1% | -282.4% | +28.1% |
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