-24.0%
WST vs CPAY
+53.2%
-77.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | +0.4% | -2.7% | +3.1% | +1.2% |
| 30D | -2.0% | +0.6% | -2.6% | -2.3% |
| 3M | +4.1% | +17.0% | -12.9% | -1.1% |
| 6M | +47.4% | +24.1% | +23.3% | +36.6% |
| YTD | +25.4% | +35.7% | -10.3% | +11.7% |
| 1Y | +35.3% | +34.0% | +1.3% | +20.7% |
| 3Y | -11.7% | +50.3% | -61.9% | -28.1% |
| 5Y | -24.0% | +56.7% | -80.7% | -45.2% |
| All | -24.0% | +53.2% | -77.2% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 5y: compounded portfolio wealth divided by compounded CPAY 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…
5y analysis · Full analysis span regression · 6 months rolling