+29,154.7%
WM vs CPB
+366.5%
+28,788.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +1.0% |
| 7D | +4.5% | +11.6% | -7.1% | +2.0% |
| 30D | +16.1% | +23.3% | -7.3% | +10.9% |
| 3M | +8.0% | +1.6% | +6.4% | +7.3% |
| 6M | +8.4% | +13.9% | -5.5% | +4.9% |
| YTD | +11.2% | -11.7% | +22.9% | +13.2% |
| 1Y | +22.3% | -18.2% | +40.5% | +26.4% |
| 3Y | +50.2% | -35.2% | +85.4% | +61.4% |
| 5Y | +63.3% | -30.5% | +93.8% | +71.9% |
| 10Y | +355.0% | -37.1% | +392.2% | +376.8% |
| All | +29,154.7% | +366.5% | +28,788.2% | +21,256.3% |
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