+862.6%
CRS vs WST
+446.4%
+416.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +0.2% | +1.4% | -1.1% | -0.1% |
| 30D | -22.9% | +12.7% | -35.6% | -25.1% |
| 3M | -46.8% | +17.2% | -64.0% | -49.0% |
| 6M | -30.4% | +26.7% | -57.1% | -34.8% |
| YTD | -5.4% | +50.3% | -55.7% | -15.5% |
| 1Y | -9.0% | +50.2% | -59.2% | -18.8% |
| 3Y | +352.2% | +21.7% | +330.4% | +297.3% |
| 5Y | +852.2% | +2.0% | +850.2% | +750.8% |
| 10Y | +862.6% | +451.1% | +411.5% | +292.7% |
| All | +862.6% | +446.4% | +416.2% | +292.7% |
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