+859.2%
WM vs CPAY
+1,738.6%
-879.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | +1.2% | +13.1% | -11.9% | -1.4% |
| 30D | +13.7% | +15.5% | -1.8% | +10.3% |
| 3M | +5.2% | +14.7% | -9.4% | +2.2% |
| 6M | +11.2% | +33.6% | -22.4% | +4.5% |
| YTD | +9.4% | +52.7% | -43.3% | -1.1% |
| 1Y | +20.4% | +63.5% | -43.1% | +7.1% |
| 3Y | +44.7% | +98.8% | -54.1% | +20.0% |
| 5Y | +58.5% | +88.6% | -30.1% | +30.3% |
| 10Y | +326.4% | +213.8% | +112.6% | +205.2% |
| All | +859.2% | +1,738.6% | -879.4% | +324.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling