-35.6%
CPB vs WST
+19.1%
-54.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.4% |
| 7D | +8.0% | -3.1% | +11.1% | +8.2% |
| 30D | +22.4% | +9.1% | +13.3% | +21.7% |
| 3M | +2.5% | +14.7% | -12.2% | +1.7% |
| 6M | +12.2% | +28.0% | -15.8% | +10.6% |
| YTD | -12.8% | +45.6% | -58.5% | -14.7% |
| 1Y | -19.2% | +45.7% | -64.8% | -20.9% |
| 3Y | -35.6% | +21.1% | -56.6% | -38.2% |
| All | -35.6% | +19.1% | -54.6% | -38.2% |
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 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