-15.1%
WST vs CRL
+38.0%
-53.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.4% |
| 7D | +0.7% | -1.0% | +1.8% | +1.0% |
| 30D | -3.1% | +10.7% | -13.8% | -5.7% |
| 3M | +7.2% | +55.3% | -48.1% | -4.7% |
| 6M | +36.8% | +60.7% | -23.8% | +19.3% |
| YTD | +23.8% | +44.6% | -20.8% | +11.1% |
| 1Y | +37.8% | +77.7% | -40.0% | +16.3% |
| All | -15.1% | +38.0% | -53.1% | -23.9% |
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 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