+10.3%
CNH vs WST
-15.6%
+26.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.9% | +4.2% |
| 7D | +23.3% | +0.7% | +22.5% | +23.2% |
| 30D | +33.5% | -3.1% | +36.6% | +34.1% |
| 3M | +32.7% | +7.2% | +25.5% | +31.1% |
| 6M | +22.2% | +36.8% | -14.6% | +15.9% |
| YTD | +57.7% | +23.8% | +33.8% | +51.5% |
| 1Y | +28.0% | +37.8% | -9.8% | +20.9% |
| All | +10.3% | -15.6% | +26.0% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling