-25.3%
CRCL vs WST
+97.8%
-123.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.7% |
| 7D | -8.4% | +4.2% | -12.6% | -9.0% |
| 30D | -21.8% | +11.2% | -33.0% | -23.0% |
| 3M | -17.5% | +20.4% | -37.9% | -19.7% |
| 6M | -50.9% | +37.9% | -88.7% | -53.3% |
| YTD | -21.6% | +51.8% | -73.4% | -28.0% |
| 1Y | -24.5% | +56.6% | -81.1% | -31.0% |
| All | -25.3% | +97.8% | -123.1% | -23.5% |
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