-38.6%
CPB vs WST
+441.1%
-479.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.5% |
| 7D | +8.0% | -3.1% | +11.1% | +8.3% |
| 30D | +22.4% | +9.1% | +13.3% | +21.3% |
| 3M | +3.8% | +14.7% | -10.9% | +2.5% |
| 6M | +13.7% | +28.0% | -14.4% | +10.9% |
| YTD | -11.7% | +45.6% | -57.3% | -15.0% |
| 1Y | -18.1% | +45.7% | -63.8% | -21.2% |
| 3Y | -34.7% | +21.1% | -55.8% | -37.9% |
| 5Y | -30.6% | +0.3% | -30.9% | -32.8% |
| All | -38.6% | +441.1% | -479.7% | -58.9% |
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 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