+92.2%
CNC vs WST
+341.6%
-249.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.6% |
| 7D | -3.9% | +0.4% | -4.3% | -3.9% |
| 30D | +0.8% | -2.0% | +2.8% | +1.3% |
| 3M | +0.1% | +4.1% | -4.0% | -0.8% |
| 6M | +79.7% | +47.4% | +32.2% | +64.1% |
| YTD | +58.9% | +25.4% | +33.5% | +50.3% |
| 1Y | +109.1% | +35.3% | +73.8% | +94.1% |
| 3Y | 0.0% | -11.7% | +11.7% | -3.0% |
| 5Y | +9.5% | -24.0% | +33.5% | +10.3% |
| All | +92.2% | +341.6% | -249.4% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WST 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling