+63.3%
WM vs CPB
-31.1%
+94.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +1.0% |
| 7D | +4.5% | +11.6% | -7.1% | +1.8% |
| 30D | +16.1% | +23.3% | -7.3% | +10.5% |
| 3M | +8.0% | +1.6% | +6.4% | +7.1% |
| 6M | +8.4% | +13.9% | -5.5% | +4.6% |
| YTD | +11.2% | -11.7% | +22.9% | +13.1% |
| 1Y | +22.3% | -18.2% | +40.5% | +26.7% |
| 3Y | +50.2% | -35.2% | +85.4% | +61.6% |
| 5Y | +63.3% | -30.5% | +93.8% | +66.5% |
| All | +63.3% | -31.1% | +94.4% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling