+8,016.0%
CI vs WST
+14,250.0%
-6,234.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.2% |
| 7D | +1.0% | -5.8% | +6.8% | +2.6% |
| 30D | +9.9% | +5.3% | +4.6% | +8.4% |
| 3M | +12.1% | +11.8% | +0.3% | +8.7% |
| 6M | +10.6% | +26.7% | -16.1% | +3.5% |
| YTD | +11.4% | +43.0% | -31.6% | +0.3% |
| 1Y | +18.8% | +38.9% | -20.1% | +7.6% |
| 3Y | +2.9% | +18.2% | -15.3% | -10.3% |
| 5Y | +54.5% | -1.5% | +56.0% | +37.0% |
| 10Y | +175.7% | +439.0% | -263.2% | +33.4% |
| All | +8,016.0% | +14,250.0% | -6,234.0% | +1,648.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling