-40.5%
CPB vs WST
+466.7%
-507.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.5% |
| 7D | +3.3% | +1.3% | +2.0% | +3.1% |
| 30D | +19.0% | +12.9% | +6.1% | +17.6% |
| 3M | +0.4% | +16.7% | -16.2% | -1.1% |
| 6M | +13.0% | +26.8% | -13.9% | +10.4% |
| YTD | -12.7% | +50.5% | -63.2% | -16.2% |
| 1Y | -20.9% | +52.9% | -73.8% | -24.2% |
| 3Y | -35.4% | +23.9% | -59.3% | -38.7% |
| 5Y | -32.3% | +1.0% | -33.3% | -34.4% |
| 10Y | -40.5% | +451.4% | -491.9% | -60.2% |
| All | -40.5% | +466.7% | -507.3% | -60.2% |
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