+305.6%
WM vs CNP
+137.5%
+168.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.9% |
| 7D | -0.3% | +1.1% | -1.4% | -0.7% |
| 30D | -2.4% | -1.8% | -0.5% | -1.7% |
| 3M | +0.4% | -4.6% | +5.1% | +2.3% |
| 6M | -9.5% | -8.8% | -0.6% | -6.3% |
| YTD | +0.5% | +5.2% | -4.7% | -1.5% |
| 1Y | -1.1% | +8.3% | -9.4% | -4.2% |
| 3Y | +46.0% | +54.9% | -8.9% | +22.6% |
| 5Y | +51.8% | +73.5% | -21.7% | +21.5% |
| All | +305.6% | +137.5% | +168.1% | +166.1% |
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