+8.9%
CRCL vs WST
+64.3%
-55.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -11.2% | +1.8% | -13.1% | -11.5% |
| 30D | +27.1% | -1.7% | +28.8% | +27.4% |
| 3M | +9.6% | +4.9% | +4.8% | +8.5% |
| 6M | -19.7% | +45.5% | -65.2% | -25.3% |
| YTD | +14.2% | +26.1% | -11.9% | +7.8% |
| 1Y | -32.2% | +31.7% | -63.9% | -36.3% |
| All | +8.9% | +64.3% | -55.5% | +14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling