+122.5%
CRWV vs WST
+55.0%
+67.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -0.4% | +1.8% | -2.3% | -0.9% |
| 30D | -17.4% | -1.7% | -15.7% | -17.1% |
| 3M | -7.1% | +4.9% | -11.9% | -7.9% |
| 6M | +8.6% | +45.5% | -36.9% | -0.6% |
| YTD | +24.3% | +26.1% | -1.9% | +15.5% |
| 1Y | -21.0% | +31.7% | -52.7% | -27.1% |
| All | +122.5% | +55.0% | +67.5% | +100.8% |
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