+1.4%
CI vs WST
+19.1%
-17.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.7% |
| 7D | -1.6% | -3.1% | +1.5% | -1.4% |
| 30D | +5.4% | +9.1% | -3.7% | +5.0% |
| 3M | +7.3% | +14.7% | -7.4% | +6.6% |
| 6M | +5.3% | +28.0% | -22.7% | +4.1% |
| YTD | +8.5% | +45.6% | -37.2% | +6.5% |
| 1Y | +17.1% | +45.7% | -28.5% | +14.9% |
| 3Y | +1.4% | +21.1% | -19.7% | -5.7% |
| All | +1.4% | +19.1% | -17.7% | -5.7% |
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