+48.9%
WM vs CGNX
-25.4%
+74.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.2% |
| 7D | -2.1% | +3.2% | -5.3% | -2.1% |
| 30D | -5.3% | +6.0% | -11.3% | -5.4% |
| 3M | -2.0% | +3.5% | -5.5% | -2.2% |
| 6M | -8.6% | +26.3% | -34.9% | -9.6% |
| YTD | -1.6% | +79.2% | -80.8% | -4.7% |
| 1Y | -1.2% | +43.8% | -45.0% | -3.3% |
| 3Y | +41.9% | +52.0% | -10.0% | +36.4% |
| All | +48.9% | -25.4% | +74.3% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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