+26,336.4%
WM vs CP
+7,669.4%
+18,666.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | -0.3% | -2.7% | +2.4% | +0.4% |
| 30D | -2.4% | +0.2% | -2.5% | -2.5% |
| 3M | +0.4% | +2.6% | -2.1% | -0.3% |
| 6M | -9.5% | +6.0% | -15.5% | -11.1% |
| YTD | +0.5% | +24.9% | -24.4% | -5.7% |
| 1Y | -1.1% | +20.1% | -21.2% | -6.3% |
| 3Y | +46.0% | +16.4% | +29.6% | +37.6% |
| 5Y | +51.8% | +31.7% | +20.1% | +37.0% |
| 10Y | +307.5% | +223.9% | +83.7% | +185.8% |
| All | +26,336.4% | +7,669.4% | +18,666.9% | +9,020.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling