+43.4%
CL vs WST
+1.0%
+42.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.7% |
| 7D | +3.2% | +4.2% | -1.0% | +3.0% |
| 30D | +8.0% | +11.2% | -3.2% | +7.3% |
| 3M | +7.9% | +20.4% | -12.5% | +6.6% |
| 6M | +14.7% | +37.9% | -23.2% | +12.4% |
| YTD | +29.2% | +51.8% | -22.6% | +25.5% |
| 1Y | +29.5% | +56.6% | -27.1% | +25.6% |
| 3Y | +40.7% | +24.2% | +16.4% | +35.7% |
| All | +43.4% | +1.0% | +42.4% | +37.5% |
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 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