+4,802.6%
CNC vs WST
+7,986.7%
-3,184.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -5.3% | +4.9% | -10.1% | -6.8% |
| 30D | +2.0% | +10.7% | -8.6% | -1.4% |
| 3M | +4.8% | +16.8% | -12.1% | -0.6% |
| 6M | +18.5% | +32.0% | -13.5% | +7.8% |
| YTD | +70.8% | +49.9% | +20.8% | +47.9% |
| 1Y | +94.1% | +50.6% | +43.5% | +67.8% |
| 3Y | -2.2% | +21.4% | -23.6% | -18.1% |
| 5Y | -7.4% | -0.6% | -6.8% | -19.9% |
| 10Y | +177.3% | +449.4% | -272.1% | +7.6% |
| All | +4,802.6% | +7,986.7% | -3,184.2% | +562.5% |
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