+666.0%
WM vs CNH
+28.6%
+637.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.8% |
| 7D | +4.5% | -0.4% | +4.8% | +4.5% |
| 30D | +16.1% | -15.2% | +31.3% | +18.8% |
| 3M | +8.0% | +4.3% | +3.8% | +6.8% |
| 6M | +8.4% | +10.1% | -1.6% | +5.8% |
| YTD | +11.2% | +23.2% | -12.0% | +5.9% |
| 1Y | +22.3% | +8.5% | +13.8% | +18.8% |
| 3Y | +50.2% | +4.1% | +46.2% | +43.5% |
| 5Y | +63.3% | -17.8% | +81.1% | +59.7% |
| 10Y | +355.0% | +113.3% | +241.7% | +254.4% |
| All | +666.0% | +28.6% | +637.4% | +516.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling