+26,336.4%
WM vs CGNX
+12,473.7%
+13,862.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.5% |
| 7D | -0.3% | +3.0% | -3.3% | -0.6% |
| 30D | -2.4% | -11.8% | +9.5% | -1.2% |
| 3M | +0.4% | -3.6% | +4.0% | +0.2% |
| 6M | -9.5% | +17.4% | -26.9% | -12.0% |
| YTD | +0.5% | +73.7% | -73.2% | -7.4% |
| 1Y | -1.1% | +41.5% | -42.6% | -7.1% |
| 3Y | +46.0% | +34.1% | +11.9% | +35.1% |
| 5Y | +51.8% | -27.3% | +79.1% | +48.6% |
| 10Y | +307.5% | +166.6% | +140.9% | +232.4% |
| All | +26,336.4% | +12,473.7% | +13,862.6% | +10,594.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling