+26,336.4%
WM vs CNP
+1,826.3%
+24,510.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | -2.4% | -1.8% | -0.5% | -2.0% |
| 3M | +0.4% | -4.6% | +5.1% | +1.5% |
| 6M | -9.5% | -8.8% | -0.6% | -7.7% |
| YTD | +0.5% | +5.2% | -4.7% | -0.6% |
| 1Y | -1.1% | +8.3% | -9.4% | -2.8% |
| 3Y | +46.0% | +54.9% | -8.9% | +32.7% |
| 5Y | +51.8% | +73.5% | -21.7% | +34.6% |
| 10Y | +307.5% | +139.1% | +168.4% | +230.9% |
| All | +26,336.4% | +1,826.3% | +24,510.0% | +10,611.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling