+7,803.6%
CI vs WST
+14,518.0%
-6,714.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.1% |
| 7D | -1.6% | -3.1% | +1.5% | -0.8% |
| 30D | +5.4% | +9.1% | -3.7% | +3.0% |
| 3M | +7.3% | +14.7% | -7.4% | +3.3% |
| 6M | +5.3% | +28.0% | -22.7% | -1.8% |
| YTD | +8.5% | +45.6% | -37.2% | -2.8% |
| 1Y | +17.1% | +45.7% | -28.5% | +4.8% |
| 3Y | +1.4% | +21.1% | -19.7% | -12.2% |
| 5Y | +50.5% | +0.3% | +50.1% | +32.7% |
| 10Y | +168.5% | +449.0% | -280.5% | +29.2% |
| All | +7,803.6% | +14,518.0% | -6,714.4% | +1,594.5% |
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