+7,539.9%
CP vs WST
+12,330.1%
-4,790.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | +0.2% | -3.1% | +3.3% | +1.0% |
| 3M | +2.6% | +7.2% | -4.6% | +0.6% |
| 6M | +6.0% | +36.8% | -30.8% | -2.7% |
| YTD | +24.9% | +23.8% | +1.1% | +17.3% |
| 1Y | +20.1% | +37.8% | -17.7% | +9.2% |
| 3Y | +16.4% | -15.9% | +32.3% | +12.6% |
| 5Y | +31.7% | -25.8% | +57.6% | +28.1% |
| 10Y | +223.9% | +319.6% | -95.7% | +81.1% |
| All | +7,539.9% | +12,330.1% | -4,790.2% | +1,998.3% |
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