+63.3%
WM vs CNP
+69.8%
-6.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +2.2% |
| 7D | +4.5% | -5.3% | +9.8% | +6.8% |
| 30D | +16.1% | +3.7% | +12.4% | +14.2% |
| 3M | +8.0% | -1.1% | +9.1% | +8.3% |
| 6M | +8.4% | -7.1% | +15.5% | +11.6% |
| YTD | +11.2% | +6.0% | +5.2% | +8.3% |
| 1Y | +22.3% | +5.2% | +17.1% | +19.5% |
| 3Y | +50.2% | +57.5% | -7.3% | +23.2% |
| 5Y | +63.3% | +70.0% | -6.7% | +26.4% |
| All | +63.3% | +69.8% | -6.5% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling