+324.8%
WM vs CPB
-40.1%
+364.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.5% | +1.5% |
| 7D | +0.8% | -4.1% | +4.8% | +1.7% |
| 30D | +13.8% | +16.9% | -3.1% | +9.7% |
| 3M | +6.4% | -0.6% | +6.9% | +6.1% |
| 6M | +13.2% | +11.4% | +1.8% | +9.8% |
| YTD | +10.8% | -14.8% | +25.6% | +13.8% |
| 1Y | +20.2% | -24.8% | +45.0% | +27.0% |
| 3Y | +46.5% | -36.6% | +83.1% | +59.0% |
| 5Y | +61.3% | -33.3% | +94.6% | +72.0% |
| 10Y | +324.8% | -40.4% | +365.1% | +342.1% |
| All | +324.8% | -40.1% | +364.9% | +342.1% |
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