+260.5%
CP vs WST
+456.5%
-196.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | +2.1% | +4.2% | -2.1% | +1.3% |
| 30D | +9.3% | +11.2% | -1.9% | +7.0% |
| 3M | +0.5% | +20.4% | -19.9% | -3.2% |
| 6M | +10.4% | +37.9% | -27.5% | +3.3% |
| YTD | +28.7% | +51.8% | -23.1% | +17.6% |
| 1Y | +33.2% | +56.6% | -23.4% | +20.9% |
| 3Y | +38.4% | +24.2% | +14.2% | +24.5% |
| 5Y | +26.2% | +0.7% | +25.5% | +17.0% |
| All | +260.5% | +456.5% | -196.1% | +100.7% |
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