+91.9%
WST vs CAI
-14.7%
+106.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.1% | +1.7% |
| 7D | +4.2% | -8.7% | +12.9% | +5.4% |
| 30D | +11.2% | -23.8% | +35.1% | +14.8% |
| 3M | +20.4% | +3.9% | +16.5% | +19.5% |
| 6M | +37.9% | +56.8% | -19.0% | +29.6% |
| YTD | +51.8% | -14.6% | +66.4% | +52.3% |
| 1Y | +56.6% | -5.2% | +61.8% | +54.9% |
| All | +91.9% | -14.7% | +106.6% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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