-69.0%
CPNG vs WST
+27.4%
-96.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -7.4% | +0.7% | -8.2% | -7.6% |
| 30D | -4.4% | -3.1% | -1.3% | -3.8% |
| 3M | -7.5% | +7.2% | -14.7% | -9.1% |
| 6M | -19.9% | +36.8% | -56.8% | -25.9% |
| YTD | -35.2% | +23.8% | -59.0% | -38.8% |
| 1Y | -46.8% | +37.8% | -84.5% | -51.1% |
| 3Y | -20.2% | -15.9% | -4.3% | -20.5% |
| 5Y | -48.4% | -25.8% | -22.6% | -49.6% |
| All | -69.0% | +27.4% | -96.4% | -76.0% |
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 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