+50.6%
WST vs CAI
-5.1%
+55.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | +4.9% | -8.0% | +12.8% | +6.0% |
| 30D | +10.7% | -18.9% | +29.5% | +13.4% |
| 3M | +16.8% | +7.6% | +9.2% | +15.7% |
| 6M | +32.0% | +43.0% | -11.0% | +25.8% |
| YTD | +49.9% | -11.2% | +61.1% | +50.9% |
| 1Y | +50.6% | -3.3% | +53.9% | +46.2% |
| All | +50.6% | -5.1% | +55.8% | +46.2% |
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