-40.4%
CPB vs WST
+452.9%
-493.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.1% | +1.1% | -5.1% | -4.2% |
| 30D | +16.9% | +12.4% | +4.5% | +15.6% |
| 3M | -0.6% | +17.6% | -18.1% | -2.1% |
| 6M | +11.4% | +28.3% | -16.9% | +8.7% |
| YTD | -14.8% | +50.5% | -65.3% | -18.3% |
| 1Y | -24.8% | +49.4% | -74.1% | -27.8% |
| 3Y | -36.6% | +21.9% | -58.5% | -39.7% |
| 5Y | -33.3% | +0.4% | -33.7% | -35.3% |
| 10Y | -40.4% | +451.5% | -491.9% | -59.7% |
| All | -40.4% | +452.9% | -493.2% | -59.7% |
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