-37.7%
CAG vs WSM
+1,071.8%
-1,109.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -5.7% | -0.5% | -5.2% | -5.6% |
| 30D | -2.4% | -7.7% | +5.3% | -1.8% |
| 3M | +9.8% | +3.8% | +6.0% | +9.5% |
| 6M | -10.8% | +22.7% | -33.5% | -12.3% |
| YTD | -10.8% | +28.0% | -38.8% | -12.7% |
| 1Y | -19.0% | +12.7% | -31.7% | -20.0% |
| 3Y | -39.7% | +231.3% | -271.0% | -46.6% |
| 5Y | -43.0% | +177.2% | -220.2% | -49.6% |
| All | -37.7% | +1,071.8% | -1,109.4% | -49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling