+28,817.6%
WM vs CP
+7,925.2%
+20,892.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +0.7% |
| 7D | +5.9% | +5.6% | +0.4% | +4.4% |
| 30D | +15.4% | +10.0% | +5.4% | +12.6% |
| 3M | +6.3% | +4.4% | +1.9% | +5.1% |
| 6M | +5.6% | +14.1% | -8.5% | +1.9% |
| YTD | +9.9% | +29.1% | -19.1% | +2.3% |
| 1Y | +20.8% | +34.6% | -13.7% | +11.2% |
| 3Y | +48.5% | +29.8% | +18.8% | +36.0% |
| 5Y | +60.6% | +28.7% | +31.9% | +45.9% |
| 10Y | +349.8% | +267.3% | +82.5% | +206.0% |
| All | +28,817.6% | +7,925.2% | +20,892.4% | +9,793.7% |
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