+23.9%
WST vs CRL
+99.4%
-75.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.7% | -1.4% | +2.2% |
| 7D | +1.3% | +4.4% | -3.1% | 0.0% |
| 30D | +12.9% | +17.1% | -4.2% | +8.1% |
| 3M | +16.7% | +32.1% | -15.4% | +8.2% |
| 6M | +26.8% | +98.9% | -72.1% | +5.2% |
| YTD | +50.5% | +77.1% | -26.6% | +27.7% |
| 1Y | +52.9% | +110.3% | -57.4% | +23.6% |
| 3Y | +23.9% | +108.5% | -84.6% | -2.4% |
| All | +23.9% | +99.4% | -75.5% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling