+250.9%
CP vs WST
+441.1%
-190.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.1% |
| 7D | +2.8% | -3.1% | +5.9% | +3.4% |
| 30D | +10.2% | +9.1% | +1.1% | +8.3% |
| 3M | +2.4% | +14.7% | -12.3% | -0.5% |
| 6M | +7.7% | +28.0% | -20.3% | +2.2% |
| YTD | +26.0% | +45.6% | -19.7% | +16.1% |
| 1Y | +34.6% | +45.7% | -11.0% | +24.0% |
| 3Y | +26.7% | +21.1% | +5.6% | +14.3% |
| 5Y | +24.9% | +0.3% | +24.6% | +15.3% |
| All | +250.9% | +441.1% | -190.2% | +96.3% |
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