+231.7%
CTVA vs WST
+196.9%
+34.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +4.9% | +0.7% | +4.2% | +4.8% |
| 30D | +11.9% | -3.1% | +15.1% | +12.5% |
| 3M | +13.7% | +7.2% | +6.5% | +12.2% |
| 6M | +13.1% | +36.8% | -23.7% | +6.9% |
| YTD | +32.0% | +23.8% | +8.1% | +26.5% |
| 1Y | +22.1% | +37.8% | -15.7% | +14.5% |
| 3Y | +77.5% | -15.9% | +93.4% | +75.8% |
| 5Y | +106.3% | -25.8% | +132.1% | +110.7% |
| All | +231.7% | +196.9% | +34.7% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling