+46.2%
WM vs CNP
+60.3%
-14.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.7% |
| 7D | +1.2% | -4.2% | +5.4% | +2.7% |
| 30D | +13.1% | +5.5% | +7.5% | +10.8% |
| 3M | +3.6% | +0.6% | +3.0% | +3.2% |
| 6M | +8.1% | -2.8% | +10.9% | +9.1% |
| YTD | +8.9% | +7.9% | +1.0% | +6.3% |
| 1Y | +20.3% | +6.7% | +13.7% | +17.9% |
| 3Y | +46.2% | +61.1% | -15.0% | +31.6% |
| All | +46.2% | +60.3% | -14.1% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling