+63.3%
WM vs CNH
-17.9%
+81.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.5% |
| 7D | +4.5% | -0.4% | +4.8% | +4.5% |
| 30D | +16.1% | -15.2% | +31.3% | +17.5% |
| 3M | +8.0% | +4.3% | +3.8% | +7.4% |
| 6M | +8.4% | +10.1% | -1.6% | +7.0% |
| YTD | +11.2% | +23.2% | -12.0% | +8.3% |
| 1Y | +22.3% | +8.5% | +13.8% | +20.5% |
| 3Y | +50.2% | +4.1% | +46.2% | +46.2% |
| 5Y | +63.3% | -17.8% | +81.1% | +63.1% |
| All | +63.3% | -17.9% | +81.2% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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