+336.4%
WM vs CPB
-37.5%
+374.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | +1.2% | +8.0% | -6.8% | -0.6% |
| 30D | +13.1% | +22.4% | -9.3% | +7.9% |
| 3M | +3.6% | +3.8% | -0.2% | +2.3% |
| 6M | +8.1% | +13.7% | -5.6% | +4.4% |
| YTD | +8.9% | -11.7% | +20.6% | +10.9% |
| 1Y | +20.3% | -18.1% | +38.5% | +24.6% |
| 3Y | +46.2% | -34.7% | +80.9% | +57.6% |
| 5Y | +59.9% | -30.6% | +90.4% | +68.9% |
| All | +336.4% | -37.5% | +374.0% | +358.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling