+26,336.4%
WM vs CPB
+325.7%
+26,010.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.5% |
| 7D | -0.3% | -8.6% | +8.3% | +1.5% |
| 30D | -2.4% | -7.2% | +4.9% | -1.0% |
| 3M | +0.4% | +0.9% | -0.5% | -0.1% |
| 6M | -9.5% | -11.8% | +2.3% | -7.5% |
| YTD | +0.5% | -19.4% | +19.9% | +4.4% |
| 1Y | -1.1% | -30.4% | +29.3% | +5.9% |
| 3Y | +46.0% | -40.2% | +86.2% | +59.8% |
| 5Y | +51.8% | -39.5% | +91.3% | +64.8% |
| 10Y | +307.5% | -47.4% | +354.9% | +343.9% |
| All | +26,336.4% | +325.7% | +26,010.7% | +19,607.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling