+381.4%
CPB vs WST
+14,518.0%
-14,136.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.5% |
| 7D | +8.0% | -3.1% | +11.1% | +8.4% |
| 30D | +22.4% | +9.1% | +13.3% | +21.0% |
| 3M | +2.5% | +14.7% | -12.2% | +0.7% |
| 6M | +12.2% | +28.0% | -15.8% | +8.7% |
| YTD | -12.8% | +45.6% | -58.5% | -17.2% |
| 1Y | -19.2% | +45.7% | -64.8% | -23.3% |
| 3Y | -35.6% | +21.1% | -56.6% | -39.5% |
| 5Y | -31.4% | +0.3% | -31.8% | -35.1% |
| 10Y | -37.9% | +449.0% | -487.0% | -55.9% |
| All | +381.4% | +14,518.0% | -14,136.6% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling