-64.8%
CAPR vs WSM
+44.5%
-109.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +0.2% | +26.3% | +26.5% |
| 7D | +25.8% | -3.0% | +28.7% | +25.9% |
| 30D | +50.2% | +10.1% | +40.1% | +52.0% |
| 3M | +185.5% | +4.9% | +180.6% | +187.0% |
| 6M | -64.8% | +49.8% | -114.6% | -69.5% |
| All | -64.8% | +44.5% | -109.3% | -69.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling