+768.5%
CRS vs WST
-2.2%
+770.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | -1.7% | -3.1% | +1.4% | -1.0% |
| 30D | -28.8% | +9.1% | -37.9% | -30.1% |
| 3M | -50.0% | +14.7% | -64.7% | -51.5% |
| 6M | -39.2% | +28.0% | -67.2% | -42.6% |
| YTD | -11.4% | +45.6% | -57.1% | -19.0% |
| 1Y | -11.7% | +45.7% | -57.3% | -19.3% |
| 3Y | +319.6% | +21.1% | +298.6% | +273.8% |
| All | +768.5% | -2.2% | +770.7% | +637.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling