+58.2%
CAPR vs WSM
+19.9%
+38.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.1% |
| 7D | -2.0% | -3.3% | +1.3% | -1.7% |
| 30D | +139.2% | -8.4% | +147.6% | +141.5% |
| 3M | -66.4% | +9.7% | -76.0% | -67.6% |
| 6M | -63.1% | +16.7% | -79.8% | -65.5% |
| YTD | -67.4% | +28.7% | -96.1% | -70.4% |
| 1Y | +58.2% | +13.7% | +44.6% | +37.6% |
| All | +58.2% | +19.9% | +38.4% | +37.6% |
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