+4,850.5%
CL vs WST
+12,330.1%
-7,479.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -2.2% | +0.7% | -2.9% | -2.3% |
| 30D | -4.8% | -3.1% | -1.7% | -4.4% |
| 3M | +4.9% | +7.2% | -2.3% | +3.7% |
| 6M | -5.7% | +36.8% | -42.5% | -10.4% |
| YTD | +14.4% | +23.8% | -9.5% | +10.1% |
| 1Y | +8.7% | +37.8% | -29.0% | +2.6% |
| 3Y | +30.0% | -15.9% | +45.9% | +27.5% |
| 5Y | +28.4% | -25.8% | +54.2% | +26.1% |
| 10Y | +50.1% | +319.6% | -269.5% | +5.9% |
| All | +4,850.5% | +12,330.1% | -7,479.7% | +2,027.2% |
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 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