+86.0%
CAPR vs WSM
+189.5%
-103.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | -9.5% | +2.6% | -12.1% | -10.0% |
| 30D | +121.5% | -9.5% | +131.0% | +126.3% |
| 3M | -65.4% | +12.9% | -78.3% | -66.9% |
| 6M | -67.5% | +23.0% | -90.6% | -69.6% |
| YTD | -68.6% | +28.9% | -97.5% | -71.1% |
| 1Y | +42.7% | +13.7% | +29.0% | +35.1% |
| 3Y | +43.4% | +232.6% | -189.3% | +5.6% |
| 5Y | +86.0% | +185.9% | -99.8% | +33.7% |
| All | +86.0% | +189.5% | -103.4% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling