+205.4%
CTVA vs WST
+260.8%
-55.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -1.0% | +1.1% | -2.0% | -1.2% |
| 30D | -8.7% | +12.4% | -21.1% | -10.4% |
| 3M | +6.4% | +17.6% | -11.2% | +3.5% |
| 6M | -1.9% | +28.3% | -30.1% | -6.0% |
| YTD | +21.5% | +50.5% | -29.0% | +12.8% |
| 1Y | +24.3% | +49.4% | -25.1% | +15.4% |
| 3Y | +91.8% | +21.9% | +69.9% | +76.0% |
| 5Y | +78.4% | +0.4% | +78.0% | +70.1% |
| All | +205.4% | +260.8% | -55.4% | +34.0% |
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