+39.9%
CL vs WST
-0.1%
+40.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.0% | -2.3% |
| 7D | +1.3% | -3.1% | +4.4% | +1.5% |
| 30D | +11.4% | +9.1% | +2.3% | +10.7% |
| 3M | +4.4% | +14.7% | -10.3% | +3.5% |
| 6M | +10.8% | +28.0% | -17.2% | +9.0% |
| YTD | +25.1% | +45.6% | -20.5% | +21.9% |
| 1Y | +28.0% | +45.7% | -17.7% | +24.7% |
| 3Y | +37.6% | +21.1% | +16.5% | +32.8% |
| All | +39.9% | -0.1% | +40.0% | +35.2% |
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