+801.7%
CRS vs WST
+456.5%
+345.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.0% |
| 7D | +4.8% | +4.2% | +0.5% | +3.7% |
| 30D | -23.2% | +11.2% | -34.4% | -25.2% |
| 3M | -45.5% | +20.4% | -65.9% | -48.1% |
| 6M | -33.1% | +37.9% | -71.0% | -38.6% |
| YTD | -7.2% | +51.8% | -59.0% | -17.4% |
| 1Y | -10.0% | +56.6% | -66.7% | -20.6% |
| 3Y | +332.3% | +24.2% | +308.1% | +277.6% |
| 5Y | +801.9% | +0.7% | +801.2% | +710.2% |
| All | +801.7% | +456.5% | +345.2% | +260.9% |
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