+335.8%
WST vs CRL
+244.4%
+91.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.1% |
| 7D | -1.7% | -4.6% | +2.9% | +0.1% |
| 30D | -4.3% | +0.5% | -4.8% | -4.6% |
| 3M | +0.7% | +46.6% | -45.9% | -13.5% |
| 6M | +36.0% | +57.3% | -21.2% | +12.0% |
| YTD | +22.7% | +39.5% | -16.8% | +5.3% |
| 1Y | +34.1% | +76.9% | -42.8% | +4.2% |
| 3Y | -13.6% | +39.4% | -52.9% | -30.9% |
| 5Y | -26.0% | -37.2% | +11.2% | -18.6% |
| 10Y | +335.8% | +253.4% | +82.4% | +134.9% |
| All | +335.8% | +244.4% | +91.3% | +134.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling