-35.3%
CPB vs WST
+24.3%
-59.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +1.9% | +3.1% |
| 7D | -1.6% | +4.2% | -5.8% | -1.8% |
| 30D | +19.2% | +11.2% | +8.0% | +18.4% |
| 3M | -0.9% | +20.4% | -21.3% | -2.1% |
| 6M | +15.2% | +37.9% | -22.6% | +13.1% |
| YTD | -13.1% | +51.8% | -64.9% | -15.2% |
| 1Y | -22.4% | +56.6% | -79.0% | -24.4% |
| 3Y | -35.3% | +24.2% | -59.5% | -38.8% |
| All | -35.3% | +24.3% | -59.6% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling