+145.4%
CNP vs WST
+452.1%
-306.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -3.0% | +1.4% | -4.4% | -3.2% |
| 30D | +6.8% | +12.7% | -5.9% | +5.0% |
| 3M | +3.6% | +17.2% | -13.5% | +1.2% |
| 6M | 0.0% | +26.7% | -26.7% | -3.6% |
| YTD | +9.4% | +50.3% | -40.9% | +2.4% |
| 1Y | +6.8% | +50.2% | -43.4% | 0.0% |
| 3Y | +64.2% | +21.7% | +42.4% | +51.4% |
| 5Y | +76.0% | +2.0% | +74.0% | +65.8% |
| All | +145.4% | +452.1% | -306.7% | +42.9% |
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 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