-23.9%
WY vs CPB
-36.4%
+12.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -5.1% | -4.1% | -1.0% | -3.7% |
| 30D | +9.0% | +16.9% | -7.9% | +3.7% |
| 3M | -16.7% | -0.6% | -16.2% | -16.9% |
| 6M | -10.3% | +11.4% | -21.6% | -13.7% |
| YTD | -10.5% | -14.8% | +4.3% | -7.2% |
| 1Y | -5.9% | -24.8% | +18.9% | +1.8% |
| All | -23.9% | -36.4% | +12.5% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling