+135.9%
WMT vs CPAY
+55.3%
+80.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | 0.0% | -2.0% | +2.0% | +0.3% |
| 30D | -7.4% | -0.4% | -7.1% | -7.4% |
| 3M | -10.9% | +16.4% | -27.2% | -13.0% |
| 6M | -12.7% | +23.5% | -36.2% | -15.8% |
| YTD | -3.2% | +35.7% | -38.9% | -8.9% |
| 1Y | +5.3% | +30.2% | -24.9% | -0.3% |
| 3Y | +101.9% | +49.7% | +52.1% | +84.1% |
| All | +135.9% | +55.3% | +80.6% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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