+5,435.1%
CL vs WST
+14,250.0%
-8,814.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.5% |
| 7D | +5.9% | -5.8% | +11.7% | +6.9% |
| 30D | +13.8% | +5.3% | +8.4% | +12.8% |
| 3M | +6.4% | +11.8% | -5.4% | +4.6% |
| 6M | +15.6% | +26.7% | -11.1% | +11.3% |
| YTD | +27.9% | +43.0% | -15.1% | +20.4% |
| 1Y | +31.4% | +38.9% | -7.5% | +24.1% |
| 3Y | +41.4% | +18.2% | +23.2% | +31.2% |
| 5Y | +42.8% | -1.5% | +44.3% | +33.9% |
| 10Y | +79.7% | +439.0% | -359.3% | +22.0% |
| All | +5,435.1% | +14,250.0% | -8,814.9% | +2,226.1% |
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 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