+84.1%
CL vs WST
+452.9%
-368.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | +1.1% | -1.8% | -0.9% |
| 30D | +9.5% | +12.4% | -2.8% | +7.9% |
| 3M | +6.8% | +17.6% | -10.8% | +4.5% |
| 6M | +14.3% | +28.3% | -14.0% | +10.4% |
| YTD | +27.0% | +50.5% | -23.5% | +19.8% |
| 1Y | +26.3% | +49.4% | -23.1% | +19.1% |
| 3Y | +39.3% | +21.9% | +17.4% | +30.0% |
| 5Y | +41.5% | +0.4% | +41.2% | +35.0% |
| 10Y | +84.1% | +451.5% | -367.4% | +11.1% |
| All | +84.1% | +452.9% | -368.8% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling