-70.2%
CPNG vs WST
+29.0%
-99.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.1% |
| 7D | -5.4% | +0.4% | -5.9% | -5.5% |
| 30D | -11.1% | -2.0% | -9.1% | -10.7% |
| 3M | -3.0% | +4.1% | -7.1% | -4.1% |
| 6M | -23.5% | +47.4% | -70.9% | -30.3% |
| YTD | -37.8% | +25.4% | -63.2% | -41.4% |
| 1Y | -54.3% | +35.3% | -89.6% | -57.9% |
| 3Y | -20.8% | -11.7% | -9.1% | -22.9% |
| 5Y | -51.1% | -24.0% | -27.1% | -52.4% |
| All | -70.2% | +29.0% | -99.2% | -77.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling