+1,812.7%
CNP vs WST
+12,330.1%
-10,517.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +1.1% | +0.7% | +0.4% | +1.0% |
| 30D | -1.8% | -3.1% | +1.3% | -1.2% |
| 3M | -4.6% | +7.2% | -11.9% | -6.1% |
| 6M | -8.8% | +36.8% | -45.7% | -14.7% |
| YTD | +5.2% | +23.8% | -18.6% | +0.1% |
| 1Y | +8.3% | +37.8% | -29.5% | +0.5% |
| 3Y | +54.9% | -15.9% | +70.8% | +50.5% |
| 5Y | +73.5% | -25.8% | +99.3% | +69.1% |
| 10Y | +139.1% | +319.6% | -180.5% | +50.8% |
| All | +1,812.7% | +12,330.1% | -10,517.4% | +545.4% |
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