-12.1%
WST vs CGNX
+49.8%
-61.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -0.3% |
| 7D | +1.8% | +3.2% | -1.3% | +1.2% |
| 30D | -1.7% | +6.0% | -7.7% | -3.1% |
| 3M | +4.9% | +3.5% | +1.3% | +3.3% |
| 6M | +45.5% | +26.3% | +19.2% | +36.5% |
| YTD | +26.1% | +79.2% | -53.1% | +6.3% |
| 1Y | +31.7% | +43.8% | -12.1% | +17.2% |
| 3Y | -12.1% | +52.0% | -64.0% | -19.4% |
| All | -12.1% | +49.8% | -61.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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