+42.9%
WST vs CRL
+85.3%
-42.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.3% | +7.7% | +1.8% |
| 7D | +1.3% | -12.8% | +14.0% | +3.8% |
| 30D | +8.5% | +5.0% | +3.5% | +7.2% |
| 3M | +17.2% | +39.4% | -22.2% | +9.2% |
| 6M | +36.3% | +89.4% | -53.1% | +18.8% |
| YTD | +48.9% | +63.6% | -14.7% | +37.4% |
| 1Y | +42.9% | +83.5% | -40.6% | +24.4% |
| All | +42.9% | +85.3% | -42.4% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling