-39.7%
CAG vs WSM
+230.1%
-269.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -5.7% | -0.5% | -5.2% | -5.7% |
| 30D | -2.4% | -7.7% | +5.3% | -2.1% |
| 3M | +9.8% | +3.8% | +6.0% | +9.7% |
| 6M | -10.8% | +22.7% | -33.5% | -11.4% |
| YTD | -10.8% | +28.0% | -38.8% | -11.6% |
| 1Y | -19.0% | +12.7% | -31.7% | -19.4% |
| 3Y | -39.7% | +231.3% | -271.0% | -43.2% |
| All | -39.7% | +230.1% | -269.8% | -43.2% |
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