+59.7%
WM vs CPAY
+86.4%
-26.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -2.3% |
| 7D | +1.2% | +13.5% | -12.3% | -0.3% |
| 30D | +13.1% | +13.1% | 0.0% | +11.4% |
| 3M | +3.6% | +14.3% | -10.7% | +1.9% |
| 6M | +8.1% | +49.0% | -40.9% | +2.9% |
| YTD | +8.9% | +51.3% | -42.3% | +2.9% |
| 1Y | +20.3% | +63.7% | -43.4% | +12.3% |
| 3Y | +46.2% | +95.0% | -48.8% | +30.2% |
| All | +59.7% | +86.4% | -26.7% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling