+42.5%
CI vs WST
-25.7%
+68.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.3% |
| 7D | +1.3% | +0.7% | +0.6% | +1.3% |
| 30D | +4.4% | -3.1% | +7.6% | +4.6% |
| 3M | +0.7% | +7.2% | -6.6% | +0.2% |
| 6M | +0.3% | +36.8% | -36.5% | -1.8% |
| YTD | +3.8% | +23.8% | -20.0% | +2.2% |
| 1Y | -5.5% | +37.8% | -43.3% | -7.5% |
| 3Y | +8.1% | -15.9% | +24.0% | +7.8% |
| All | +42.5% | -25.7% | +68.2% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling