+125.1%
WY vs CPAY
+1,524.4%
-1,399.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.7% | -2.5% | +0.8% | -0.6% |
| 30D | -9.9% | +1.3% | -11.2% | -10.5% |
| 3M | -7.5% | +13.5% | -21.0% | -12.9% |
| 6M | -5.1% | +24.7% | -29.9% | -15.2% |
| YTD | -2.1% | +34.9% | -37.0% | -16.9% |
| 1Y | -7.3% | +29.7% | -37.0% | -20.4% |
| 3Y | -22.6% | +49.4% | -72.0% | -39.8% |
| 5Y | -19.8% | +53.5% | -73.3% | -39.9% |
| 10Y | +9.6% | +152.5% | -142.9% | -33.5% |
| All | +125.1% | +1,524.4% | -1,399.2% | -36.1% |
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