-18.0%
CPB vs WST
+47.3%
-65.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.5% | +5.8% |
| 7D | +13.0% | +1.3% | +11.7% | +12.7% |
| 30D | +20.5% | +8.5% | +12.0% | +18.8% |
| 3M | +2.2% | +17.2% | -15.0% | -0.5% |
| 6M | +15.4% | +36.3% | -20.9% | +10.0% |
| YTD | -12.3% | +48.9% | -61.2% | -17.8% |
| 1Y | -18.0% | +42.9% | -60.9% | -22.9% |
| All | -18.0% | +47.3% | -65.3% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling