+4,577.2%
CNC vs WST
+6,580.1%
-2,002.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +3.5% | +0.7% | +2.8% | +3.3% |
| 30D | +0.1% | -3.1% | +3.2% | +1.1% |
| 3M | +6.9% | +7.2% | -0.3% | +4.4% |
| 6M | +49.0% | +36.8% | +12.2% | +33.8% |
| YTD | +62.9% | +23.8% | +39.1% | +50.5% |
| 1Y | +134.0% | +37.8% | +96.2% | +107.6% |
| 3Y | +9.4% | -15.9% | +25.3% | +4.3% |
| 5Y | +4.1% | -25.8% | +30.0% | -0.3% |
| 10Y | +95.4% | +319.6% | -224.2% | -16.7% |
| All | +4,577.2% | +6,580.1% | -2,002.8% | +573.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling