+5.1%
CNC vs WM
+52.1%
-47.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | +3.5% | -0.3% | +3.8% | +3.7% |
| 30D | +0.1% | -2.4% | +2.4% | +0.9% |
| 3M | +6.9% | +0.4% | +6.5% | +6.0% |
| 6M | +49.0% | -9.5% | +58.5% | +54.6% |
| YTD | +62.9% | +0.5% | +62.4% | +62.3% |
| 1Y | +134.0% | -1.1% | +135.1% | +134.5% |
| 3Y | +9.4% | +46.0% | -36.6% | -9.4% |
| All | +5.1% | +52.1% | -47.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 5y: compounded portfolio wealth divided by compounded WM 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…
5y analysis · Full analysis span regression · 6 months rolling