+8.4%
CI vs WST
+20.8%
-12.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.5% |
| 7D | +0.1% | +1.3% | -1.1% | +0.1% |
| 30D | +4.7% | +12.9% | -8.2% | +4.1% |
| 3M | +5.2% | +16.7% | -11.4% | +4.5% |
| 6M | +3.8% | +26.8% | -23.0% | +2.7% |
| YTD | +9.2% | +50.5% | -41.3% | +7.2% |
| 1Y | +14.3% | +52.9% | -38.6% | +12.0% |
| 3Y | +8.4% | +23.9% | -15.5% | +1.0% |
| All | +8.4% | +20.8% | -12.4% | +1.0% |
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