+1,726.2%
WST vs CPAY
+1,528.2%
+198.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | 0.0% |
| 7D | -0.3% | +0.6% | -0.8% | -0.4% |
| 30D | -4.6% | +3.6% | -8.2% | -5.6% |
| 3M | +5.7% | +16.6% | -10.9% | +0.9% |
| 6M | +37.6% | +29.5% | +8.1% | +26.7% |
| YTD | +23.0% | +35.3% | -12.2% | +11.2% |
| 1Y | +33.8% | +30.6% | +3.2% | +21.7% |
| 3Y | -13.4% | +49.7% | -63.1% | -26.0% |
| 5Y | -27.0% | +54.4% | -81.4% | -39.4% |
| 10Y | +324.5% | +142.8% | +181.7% | +193.1% |
| All | +1,726.2% | +1,528.2% | +198.0% | +578.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling