+894.9%
WWD vs CPAY
+1,524.4%
-629.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | +0.6% | -2.5% | +3.1% | +1.9% |
| 30D | -5.1% | +1.3% | -6.4% | -5.9% |
| 3M | -11.2% | +13.5% | -24.7% | -17.5% |
| 6M | -12.0% | +24.7% | -36.8% | -23.0% |
| YTD | +12.0% | +34.9% | -23.0% | -7.5% |
| 1Y | +42.8% | +29.7% | +13.1% | +19.5% |
| 3Y | +168.9% | +49.4% | +119.6% | +100.7% |
| 5Y | +192.2% | +53.5% | +138.7% | +107.1% |
| 10Y | +495.3% | +152.5% | +342.8% | +225.2% |
| All | +894.9% | +1,524.4% | -629.5% | +84.9% |
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