+585.0%
CAG vs WSM
+34,771.0%
-34,186.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -1.0% |
| 7D | -6.6% | +2.6% | -9.2% | -6.8% |
| 30D | +2.3% | -9.3% | +11.6% | +3.0% |
| 3M | +16.3% | +7.1% | +9.2% | +15.7% |
| 6M | -16.0% | +21.7% | -37.7% | -17.3% |
| YTD | -7.7% | +28.7% | -36.4% | -9.5% |
| 1Y | -16.0% | +13.9% | -29.9% | -17.1% |
| 3Y | -37.7% | +232.2% | -269.9% | -43.8% |
| 5Y | -41.2% | +176.4% | -217.6% | -47.0% |
| 10Y | -33.8% | +1,072.4% | -1,106.2% | -47.5% |
| All | +585.0% | +34,771.0% | -34,186.0% | +311.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling