-70.0%
CPNG vs WST
+26.3%
-96.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -7.6% | -1.7% | -5.9% | -7.2% |
| 30D | -8.8% | -4.3% | -4.5% | -8.0% |
| 3M | -7.2% | +0.7% | -8.0% | -7.6% |
| 6M | -21.5% | +36.0% | -57.6% | -27.3% |
| YTD | -37.4% | +22.7% | -60.2% | -40.8% |
| 1Y | -54.3% | +34.1% | -88.4% | -57.8% |
| 3Y | -20.3% | -13.6% | -6.7% | -22.1% |
| 5Y | -51.2% | -26.0% | -25.2% | -52.3% |
| All | -70.0% | +26.3% | -96.3% | -76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling