+26.0%
C vs WSM
+44.0%
-17.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | -0.4% |
| 7D | +1.1% | +8.0% | -6.9% | -1.5% |
| 30D | -2.4% | +13.5% | -15.9% | -6.5% |
| 3M | -8.4% | +8.8% | -17.2% | -10.9% |
| 6M | +0.3% | +54.7% | -54.4% | -16.3% |
| YTD | +9.1% | +53.3% | -44.2% | -5.6% |
| 1Y | +26.0% | +41.1% | -15.1% | +11.0% |
| All | +26.0% | +44.0% | -17.9% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling