+1,390.2%
CPAY vs WSM
+1,749.5%
-359.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.5% | +2.6% | -5.1% | -3.1% |
| 30D | +1.3% | -9.3% | +10.6% | +3.7% |
| 3M | +13.5% | +7.1% | +6.4% | +11.2% |
| 6M | +24.7% | +21.7% | +3.0% | +18.1% |
| YTD | +34.9% | +28.7% | +6.2% | +26.0% |
| 1Y | +29.7% | +13.9% | +15.8% | +24.4% |
| 3Y | +49.4% | +232.2% | -182.8% | +5.7% |
| 5Y | +53.5% | +176.4% | -122.9% | +9.6% |
| 10Y | +152.5% | +1,072.4% | -920.0% | +9.7% |
| All | +1,390.2% | +1,749.5% | -359.3% | +470.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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