-19.4%
WY vs CPB
-38.4%
+19.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.9% |
| 7D | -2.1% | -8.2% | +6.2% | +0.1% |
| 30D | -10.5% | -5.6% | -4.9% | -9.2% |
| 3M | -4.9% | +3.0% | -7.8% | -5.9% |
| 6M | -4.9% | -12.7% | +7.8% | -1.9% |
| YTD | -1.7% | -18.0% | +16.3% | +2.7% |
| 1Y | -9.4% | -31.7% | +22.4% | -0.5% |
| 3Y | -22.3% | -41.0% | +18.6% | -12.3% |
| All | -19.4% | -38.4% | +19.0% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling