+88.3%
CNC vs WST
+332.3%
-244.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.9% | -1.7% | -3.2% | -4.5% |
| 30D | -3.8% | -4.3% | +0.5% | -2.8% |
| 3M | -3.2% | +0.7% | -4.0% | -3.4% |
| 6M | +47.9% | +36.0% | +11.9% | +37.8% |
| YTD | +55.7% | +22.7% | +32.9% | +48.0% |
| 1Y | +106.2% | +34.1% | +72.1% | +91.8% |
| 3Y | -2.1% | -13.6% | +11.5% | -4.5% |
| 5Y | +3.4% | -26.0% | +29.4% | +4.9% |
| All | +88.3% | +332.3% | -244.0% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling