+30.0%
CL vs WST
-25.7%
+55.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.2% | +0.7% | -2.9% | -2.2% |
| 30D | -4.8% | -3.1% | -1.7% | -4.7% |
| 3M | +4.9% | +7.2% | -2.3% | +4.4% |
| 6M | -5.7% | +36.8% | -42.5% | -7.6% |
| YTD | +14.4% | +23.8% | -9.5% | +12.6% |
| 1Y | +8.7% | +37.8% | -29.0% | +6.2% |
| 3Y | +30.0% | -15.9% | +45.9% | +29.9% |
| All | +30.0% | -25.7% | +55.7% | +27.2% |
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