+10,946.5%
WST vs CRL
+1,630.9%
+9,315.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.8% | -6.0% | -0.4% |
| 7D | -3.1% | -6.1% | +3.0% | -1.6% |
| 30D | +9.1% | +12.4% | -3.3% | +5.0% |
| 3M | +14.7% | +27.1% | -12.4% | +6.2% |
| 6M | +28.0% | +85.7% | -57.7% | +5.3% |
| YTD | +45.6% | +69.2% | -23.6% | +21.7% |
| 1Y | +45.7% | +97.5% | -51.9% | +16.2% |
| 3Y | +21.1% | +86.1% | -65.0% | -6.2% |
| 5Y | +0.3% | -10.0% | +10.4% | -5.8% |
| 10Y | +449.0% | +395.0% | +54.1% | +228.7% |
| All | +10,946.5% | +1,630.9% | +9,315.6% | +5,384.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling