+29,465.1%
WM vs CGNX
+10,001.4%
+19,463.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +3.2% | +4.7% | -1.5% | +2.7% |
| 30D | +13.0% | -12.7% | +25.7% | +14.3% |
| 3M | +9.2% | -18.7% | +27.9% | +11.0% |
| 6M | +13.6% | -21.2% | +34.8% | +15.2% |
| YTD | +12.4% | +39.6% | -27.2% | +5.6% |
| 1Y | +21.2% | +35.6% | -14.3% | +14.1% |
| 3Y | +48.7% | +44.7% | +4.0% | +35.4% |
| 5Y | +61.9% | -37.8% | +99.6% | +60.6% |
| 10Y | +331.0% | +95.1% | +235.9% | +262.1% |
| All | +29,465.1% | +10,001.4% | +19,463.7% | +12,084.4% |
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