-30.4%
CPB vs WST
+37.6%
-68.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -8.6% | +0.7% | -9.3% | -8.7% |
| 30D | -7.2% | -3.1% | -4.1% | -6.8% |
| 3M | +0.9% | +7.2% | -6.3% | 0.0% |
| 6M | -11.8% | +36.8% | -48.6% | -14.9% |
| YTD | -19.4% | +23.8% | -43.3% | -21.7% |
| 1Y | -30.4% | +37.8% | -68.1% | -36.0% |
| All | -30.4% | +37.6% | -68.0% | -36.0% |
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