+310.4%
WM vs CPAY
+144.7%
+165.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.2% | -2.5% | +1.3% | -0.7% |
| 30D | -4.5% | +1.3% | -5.8% | -4.8% |
| 3M | -2.2% | +13.5% | -15.7% | -4.8% |
| 6M | -11.5% | +24.7% | -36.2% | -15.9% |
| YTD | -0.7% | +34.9% | -35.6% | -7.8% |
| 1Y | +0.3% | +29.7% | -29.3% | -6.3% |
| 3Y | +44.2% | +49.4% | -5.2% | +27.1% |
| 5Y | +51.6% | +53.5% | -1.9% | +30.0% |
| 10Y | +310.4% | +152.5% | +158.0% | +215.1% |
| All | +310.4% | +144.7% | +165.7% | +215.1% |
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