+345.0%
CPB vs WST
+12,330.1%
-11,985.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -8.6% | +0.7% | -9.3% | -8.7% |
| 30D | -7.2% | -3.1% | -4.1% | -6.9% |
| 3M | +0.9% | +7.2% | -6.3% | 0.0% |
| 6M | -11.8% | +36.8% | -48.6% | -15.4% |
| YTD | -19.4% | +23.8% | -43.3% | -21.8% |
| 1Y | -30.4% | +37.8% | -68.1% | -33.5% |
| 3Y | -40.2% | -15.9% | -24.3% | -41.0% |
| 5Y | -39.5% | -25.8% | -13.7% | -40.3% |
| 10Y | -47.4% | +319.6% | -367.0% | -61.2% |
| All | +345.0% | +12,330.1% | -11,985.1% | +100.3% |
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