+45.5%
WM vs CPAY
+51.9%
-6.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -0.3% | +2.1% | -2.4% | -0.5% |
| 30D | -2.4% | +5.5% | -7.9% | -2.8% |
| 3M | +0.4% | +16.6% | -16.1% | -0.8% |
| 6M | -9.5% | +26.7% | -36.1% | -11.3% |
| YTD | +0.5% | +38.4% | -37.9% | -2.7% |
| 1Y | -1.1% | +30.1% | -31.2% | -3.6% |
| All | +45.5% | +51.9% | -6.4% | +40.8% |
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