+32.4%
WST vs CAI
-29.0%
+61.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +2.9% | +0.1% |
| 7D | -1.7% | -3.1% | +1.4% | -1.3% |
| 30D | -4.3% | +2.7% | -7.0% | -4.8% |
| 3M | +0.7% | +41.7% | -40.9% | -4.1% |
| 6M | +36.0% | +26.5% | +9.5% | +29.8% |
| YTD | +22.7% | -10.9% | +33.7% | +23.6% |
| All | +32.4% | -29.0% | +61.4% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling