+7.9%
CNH vs WST
+28.5%
-20.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.5% |
| 7D | -1.7% | -3.1% | +1.4% | -1.3% |
| 30D | -7.2% | +9.1% | -16.3% | -8.0% |
| 3M | +6.5% | +14.7% | -8.1% | +5.9% |
| 6M | +7.9% | +28.0% | -20.1% | +7.2% |
| All | +7.9% | +28.5% | -20.6% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling