+401.9%
WPM vs CPAY
+1,524.4%
-1,122.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +3.9% | -2.5% | +6.4% | +4.3% |
| 30D | +17.7% | +1.3% | +16.4% | +17.4% |
| 3M | +39.4% | +13.5% | +25.9% | +36.3% |
| 6M | +6.4% | +24.7% | -18.3% | +2.3% |
| YTD | +34.0% | +34.9% | -1.0% | +26.7% |
| 1Y | +50.5% | +29.7% | +20.8% | +42.9% |
| 3Y | +280.3% | +49.4% | +230.9% | +245.7% |
| 5Y | +266.3% | +53.5% | +212.9% | +225.7% |
| 10Y | +550.8% | +152.5% | +398.3% | +401.3% |
| All | +401.9% | +1,524.4% | -1,122.5% | +107.1% |
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