+74.4%
CNP vs WST
-25.7%
+100.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | -1.8% | -3.1% | +1.3% | -1.6% |
| 3M | -4.6% | +7.2% | -11.9% | -5.1% |
| 6M | -8.8% | +36.8% | -45.7% | -10.8% |
| YTD | +5.2% | +23.8% | -18.6% | +3.6% |
| 1Y | +8.3% | +37.8% | -29.5% | +5.6% |
| 3Y | +54.9% | -15.9% | +70.8% | +55.5% |
| All | +74.4% | -25.7% | +100.1% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling