-45.0%
CPB vs WST
+321.8%
-366.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +1.8% |
| 7D | -8.2% | -0.3% | -8.0% | -8.2% |
| 30D | -5.6% | -4.6% | -1.0% | -5.2% |
| 3M | +3.0% | +5.7% | -2.7% | +2.4% |
| 6M | -12.7% | +37.6% | -50.3% | -15.4% |
| YTD | -18.0% | +23.0% | -41.0% | -19.7% |
| 1Y | -31.7% | +33.8% | -65.6% | -33.8% |
| 3Y | -41.0% | -13.4% | -27.6% | -41.7% |
| 5Y | -38.4% | -27.0% | -11.4% | -37.7% |
| 10Y | -45.0% | +324.5% | -369.5% | -62.4% |
| All | -45.0% | +321.8% | -366.8% | -62.4% |
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