+292.2%
WAB vs CPAY
+155.2%
+137.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +0.1% | -2.0% | +2.1% | +1.0% |
| 30D | -4.1% | -0.4% | -3.7% | -4.1% |
| 3M | +8.2% | +16.4% | -8.2% | +0.5% |
| 6M | +15.4% | +23.5% | -8.1% | +3.3% |
| YTD | +33.1% | +35.7% | -2.5% | +12.6% |
| 1Y | +48.1% | +30.2% | +17.9% | +26.9% |
| 3Y | +167.7% | +49.7% | +118.0% | +107.7% |
| 5Y | +225.7% | +56.6% | +169.2% | +141.0% |
| All | +292.2% | +155.2% | +137.1% | +156.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling