+330.3%
WM vs CP
+257.3%
+73.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +3.2% | +2.1% | +1.1% | +2.5% |
| 30D | +13.0% | +9.3% | +3.7% | +9.9% |
| 3M | +9.2% | +0.5% | +8.8% | +9.0% |
| 6M | +13.6% | +10.4% | +3.2% | +9.9% |
| YTD | +12.4% | +28.7% | -16.3% | +2.9% |
| 1Y | +21.2% | +33.2% | -12.0% | +9.7% |
| 3Y | +48.7% | +38.4% | +10.2% | +29.5% |
| 5Y | +61.9% | +26.2% | +35.7% | +43.3% |
| All | +330.3% | +257.3% | +73.0% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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