-21.6%
WU vs CPAY
+1,533.9%
-1,555.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -5.0% | -2.7% | -2.3% | -4.0% |
| 30D | -2.3% | +0.6% | -2.8% | -2.4% |
| 3M | -3.2% | +17.0% | -20.3% | -8.8% |
| 6M | -25.0% | +24.1% | -49.2% | -31.3% |
| YTD | -21.7% | +35.7% | -57.4% | -31.4% |
| 1Y | -9.0% | +34.0% | -43.0% | -20.2% |
| 3Y | -28.9% | +50.3% | -79.1% | -41.9% |
| 5Y | -51.0% | +56.7% | -107.7% | -61.3% |
| 10Y | -40.1% | +153.9% | -194.0% | -61.6% |
| All | -21.6% | +1,533.9% | -1,555.5% | -69.9% |
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