+702.5%
WMT vs CPAY
+1,533.9%
-831.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -2.5% | -2.7% | +0.2% | -2.1% |
| 30D | -6.4% | +0.6% | -7.0% | -6.5% |
| 3M | -12.1% | +17.0% | -29.2% | -14.1% |
| 6M | -15.0% | +24.1% | -39.1% | -17.7% |
| YTD | -4.5% | +35.7% | -40.2% | -9.3% |
| 1Y | +6.2% | +34.0% | -27.8% | +0.9% |
| 3Y | +99.9% | +50.3% | +49.6% | +85.3% |
| 5Y | +131.4% | +56.7% | +74.8% | +110.7% |
| 10Y | +433.2% | +153.9% | +279.3% | +347.3% |
| All | +702.5% | +1,533.9% | -831.4% | +434.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling