+46.0%
WM vs CP
+17.1%
+28.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | -0.3% | -2.7% | +2.4% | +0.1% |
| 30D | -2.4% | +0.2% | -2.5% | -2.5% |
| 3M | +0.4% | +2.6% | -2.1% | 0.0% |
| 6M | -9.5% | +6.0% | -15.5% | -10.4% |
| YTD | +0.5% | +24.9% | -24.4% | -2.9% |
| 1Y | -1.1% | +20.1% | -21.2% | -3.9% |
| All | +46.0% | +17.1% | +28.9% | +39.9% |
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