+49.3%
WM vs CP
+28.7%
+20.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +4.5% | +6.1% | -1.6% | +3.5% |
| 30D | +16.1% | +9.8% | +6.3% | +14.4% |
| 3M | +8.0% | +2.7% | +5.3% | +7.4% |
| 6M | +8.4% | +12.8% | -4.4% | +6.5% |
| YTD | +11.2% | +28.2% | -16.9% | +7.3% |
| 1Y | +22.3% | +34.1% | -11.8% | +17.2% |
| All | +49.3% | +28.7% | +20.6% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling