+660.3%
WY vs CPB
+325.7%
+334.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.9% |
| 7D | -1.7% | -8.6% | +6.9% | +0.9% |
| 30D | -10.1% | -7.2% | -2.8% | -8.1% |
| 3M | -5.1% | +0.9% | -6.0% | -5.8% |
| 6M | -4.8% | -11.8% | +7.0% | -1.7% |
| YTD | -0.2% | -19.4% | +19.2% | +5.5% |
| 1Y | -6.6% | -30.4% | +23.8% | +3.1% |
| 3Y | -22.7% | -40.2% | +17.4% | -11.7% |
| 5Y | -22.2% | -39.5% | +17.3% | -12.7% |
| 10Y | +7.3% | -47.4% | +54.7% | +20.7% |
| All | +660.3% | +325.7% | +334.6% | +306.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling