-20.0%
CPNG vs WST
-15.5%
-4.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.5% | -3.1% |
| 7D | -6.3% | -0.3% | -6.0% | -6.3% |
| 30D | -8.7% | -4.6% | -4.1% | -8.5% |
| 3M | -2.4% | +5.7% | -8.1% | -2.8% |
| 6M | -22.3% | +37.6% | -59.9% | -23.7% |
| YTD | -37.2% | +23.0% | -60.3% | -38.1% |
| 1Y | -53.0% | +33.8% | -86.8% | -53.8% |
| 3Y | -20.0% | -13.4% | -6.7% | -16.8% |
| All | -20.0% | -15.5% | -4.5% | -16.8% |
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 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