+326.4%
WM vs CNP
+143.3%
+183.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.1% |
| 7D | +1.2% | -3.0% | +4.2% | +2.2% |
| 30D | +13.7% | +6.8% | +6.8% | +10.8% |
| 3M | +5.2% | +3.6% | +1.6% | +3.6% |
| 6M | +11.2% | 0.0% | +11.2% | +11.0% |
| YTD | +9.4% | +9.4% | 0.0% | +5.5% |
| 1Y | +20.4% | +6.8% | +13.6% | +17.1% |
| 3Y | +44.7% | +64.2% | -19.5% | +18.8% |
| 5Y | +58.5% | +76.0% | -17.5% | +26.0% |
| 10Y | +326.4% | +143.3% | +183.0% | +181.0% |
| All | +326.4% | +143.3% | +183.0% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling