+1,438.1%
CRS vs WST
-25.8%
+1,463.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.9% | -3.4% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -19.6% | -4.6% | -15.0% | -18.9% |
| 3M | -8.1% | +5.7% | -13.8% | -9.3% |
| 6M | +18.6% | +37.6% | -19.0% | +10.4% |
| YTD | +45.9% | +23.0% | +22.8% | +38.7% |
| 1Y | +82.5% | +33.8% | +48.6% | +71.1% |
| 3Y | +648.9% | -13.4% | +662.3% | +630.1% |
| 5Y | +1,438.1% | -27.0% | +1,465.1% | +1,191.5% |
| All | +1,438.1% | -25.8% | +1,463.9% | +1,191.5% |
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 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