+46.2%
WM vs CPAY
+92.3%
-46.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.2% |
| 7D | +1.2% | +13.5% | -12.3% | 0.0% |
| 30D | +13.1% | +13.1% | 0.0% | +11.8% |
| 3M | +3.6% | +14.3% | -10.7% | +2.3% |
| 6M | +8.1% | +49.0% | -40.9% | +4.4% |
| YTD | +8.9% | +51.3% | -42.3% | +4.4% |
| 1Y | +20.3% | +63.7% | -43.4% | +14.2% |
| 3Y | +46.2% | +95.0% | -48.8% | +33.4% |
| All | +46.2% | +92.3% | -46.1% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling