+4.4%
WY vs CPB
-45.5%
+49.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.6% | -1.6% |
| 7D | -3.7% | -5.4% | +1.7% | -2.4% |
| 30D | -11.3% | -7.8% | -3.5% | -9.6% |
| 3M | -8.1% | -6.9% | -1.2% | -6.7% |
| 6M | -7.4% | -12.2% | +4.8% | -4.8% |
| YTD | -4.7% | -21.1% | +16.4% | +0.3% |
| 1Y | -9.2% | -33.5% | +24.3% | -0.3% |
| 3Y | -24.7% | -43.2% | +18.5% | -14.9% |
| 5Y | -21.6% | -40.9% | +19.3% | -13.3% |
| All | +4.4% | -45.5% | +49.8% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling