+33.3%
CAPR vs WSM
+14.1%
+19.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -12.6% | +2.6% | -15.3% | -12.9% |
| 30D | +124.4% | -9.3% | +133.7% | +127.0% |
| 3M | -66.8% | +7.1% | -73.9% | -67.8% |
| 6M | -71.8% | +21.7% | -93.5% | -74.0% |
| YTD | -70.1% | +28.7% | -98.8% | -72.9% |
| 1Y | +33.3% | +13.9% | +19.5% | +16.1% |
| All | +33.3% | +14.1% | +19.2% | +16.1% |
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