+336.4%
WM vs CP
+253.8%
+82.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.5% |
| 7D | +1.2% | +2.8% | -1.6% | +0.3% |
| 30D | +13.1% | +10.2% | +2.9% | +9.7% |
| 3M | +3.6% | +2.4% | +1.3% | +2.8% |
| 6M | +8.1% | +7.7% | +0.4% | +5.4% |
| YTD | +8.9% | +26.0% | -17.1% | +0.4% |
| 1Y | +20.3% | +34.6% | -14.3% | +8.5% |
| 3Y | +46.2% | +26.7% | +19.5% | +31.4% |
| 5Y | +59.9% | +24.9% | +35.0% | +41.9% |
| All | +336.4% | +253.8% | +82.6% | +180.1% |
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