+55.6%
WST vs CAI
-8.1%
+63.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -0.3% | +0.2% | -0.4% | -0.3% |
| 30D | -4.6% | +9.1% | -13.8% | -5.7% |
| 3M | +5.7% | +53.8% | -48.1% | 0.0% |
| 6M | +37.6% | +33.5% | +4.1% | +31.0% |
| YTD | +23.0% | -8.0% | +31.0% | +22.5% |
| 1Y | +33.8% | -28.7% | +62.5% | +36.4% |
| All | +55.6% | -8.1% | +63.7% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling