-22.3%
WY vs CPB
-40.5%
+18.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.0% |
| 7D | -2.1% | -8.2% | +6.2% | +0.4% |
| 30D | -10.5% | -5.6% | -4.9% | -9.1% |
| 3M | -4.9% | +3.0% | -7.8% | -6.1% |
| 6M | -4.9% | -12.7% | +7.8% | -1.5% |
| YTD | -1.7% | -18.0% | +16.3% | +3.3% |
| 1Y | -9.4% | -31.7% | +22.4% | +1.0% |
| 3Y | -22.3% | -41.0% | +18.6% | -9.3% |
| All | -22.3% | -40.5% | +18.2% | -9.3% |
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