+330.3%
WM vs CPAY
+219.9%
+110.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +3.2% | +1.6% | +1.7% | +2.9% |
| 30D | +13.0% | +17.6% | -4.6% | +9.3% |
| 3M | +9.2% | +8.7% | +0.5% | +7.3% |
| 6M | +13.6% | +39.5% | -25.9% | +5.9% |
| YTD | +12.4% | +53.6% | -41.2% | +1.5% |
| 1Y | +21.2% | +63.3% | -42.0% | +7.9% |
| 3Y | +48.7% | +101.7% | -53.0% | +22.2% |
| 5Y | +61.9% | +91.4% | -29.5% | +31.7% |
| All | +330.3% | +219.9% | +110.5% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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