+208.1%
C vs WSM
+245.0%
-36.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | -6.0% | +6.0% | -12.0% | -7.4% |
| 3M | -10.5% | +3.2% | -13.8% | -11.4% |
| 6M | -5.7% | +37.1% | -42.8% | -13.4% |
| YTD | +4.1% | +44.2% | -40.1% | -5.4% |
| 1Y | +20.5% | +34.2% | -13.7% | +11.2% |
| 3Y | +208.1% | +249.3% | -41.1% | +127.9% |
| All | +208.1% | +245.0% | -36.9% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling