+56.6%
WST vs CAI
-7.1%
+63.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +0.7% | -2.2% | +2.9% | +1.0% |
| 30D | -3.1% | +52.4% | -55.5% | -8.1% |
| 3M | +7.2% | +45.1% | -37.9% | +2.1% |
| 6M | +36.8% | +26.2% | +10.6% | +31.2% |
| YTD | +23.8% | -7.1% | +30.9% | +23.2% |
| 1Y | +37.8% | -31.0% | +68.8% | +40.7% |
| All | +56.6% | -7.1% | +63.8% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling