+781.0%
WM vs CPAY
+1,565.5%
-784.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -0.3% | +2.1% | -2.4% | -0.7% |
| 30D | -2.4% | +5.5% | -7.9% | -3.5% |
| 3M | +0.4% | +16.6% | -16.1% | -2.8% |
| 6M | -9.5% | +26.7% | -36.1% | -14.4% |
| YTD | +0.5% | +38.4% | -37.9% | -7.3% |
| 1Y | -1.1% | +30.1% | -31.2% | -7.8% |
| 3Y | +46.0% | +52.6% | -6.6% | +28.4% |
| 5Y | +51.8% | +59.0% | -7.2% | +29.5% |
| 10Y | +307.5% | +148.4% | +159.1% | +205.7% |
| All | +781.0% | +1,565.5% | -784.5% | +297.7% |
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