+1,103.8%
GWW vs CPAY
+1,533.9%
-430.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -3.1% | -2.7% | -0.5% | -2.3% |
| 30D | -2.3% | +0.6% | -2.9% | -2.6% |
| 3M | -3.3% | +17.0% | -20.4% | -8.3% |
| 6M | +15.4% | +24.1% | -8.7% | +6.7% |
| YTD | +26.7% | +35.7% | -9.0% | +13.1% |
| 1Y | +29.0% | +34.0% | -5.0% | +15.2% |
| 3Y | +89.0% | +50.3% | +38.7% | +59.0% |
| 5Y | +221.8% | +56.7% | +165.1% | +161.2% |
| 10Y | +562.7% | +153.9% | +408.7% | +349.4% |
| All | +1,103.8% | +1,533.9% | -430.1% | +367.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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