+21.8%
WM vs CNP
+5.5%
+16.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.2% | +2.5% | -1.3% | +0.2% |
| 30D | +15.2% | +4.0% | +11.2% | +13.0% |
| 3M | +8.3% | +1.6% | +6.7% | +7.4% |
| 6M | +13.1% | -1.7% | +14.8% | +14.5% |
| YTD | +12.5% | +8.6% | +3.9% | +11.9% |
| 1Y | +21.8% | +5.8% | +16.0% | +20.8% |
| All | +21.8% | +5.5% | +16.3% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling