+1.0%
WST vs CRL
-6.0%
+7.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.7% | -1.4% | +1.8% |
| 7D | +1.3% | +4.4% | -3.1% | -0.4% |
| 30D | +12.9% | +17.1% | -4.2% | +6.5% |
| 3M | +16.7% | +32.1% | -15.4% | +5.3% |
| 6M | +26.8% | +98.9% | -72.1% | -1.6% |
| YTD | +50.5% | +77.1% | -26.6% | +20.0% |
| 1Y | +52.9% | +110.3% | -57.4% | +14.2% |
| 3Y | +23.9% | +108.5% | -84.6% | -14.0% |
| 5Y | +1.0% | -7.9% | +8.9% | +9.2% |
| All | +1.0% | -6.0% | +7.1% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling