-97.8%
CAPR vs WSM
+2,284.5%
-2,382.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.0% | +6.4% | +8.9% |
| 7D | +36.0% | +0.9% | +35.2% | +35.8% |
| 30D | +25.8% | +8.6% | +17.2% | +24.1% |
| 3M | +140.8% | +4.2% | +136.6% | +139.0% |
| 6M | -67.6% | +44.6% | -112.2% | -70.3% |
| YTD | -65.9% | +48.5% | -114.4% | -68.9% |
| 1Y | +66.1% | +34.7% | +31.4% | +54.4% |
| 3Y | +256.9% | +271.0% | -14.2% | +166.2% |
| 5Y | +172.1% | +180.9% | -8.8% | +106.8% |
| 10Y | -64.7% | +1,235.4% | -1,300.1% | -79.8% |
| All | -97.8% | +2,284.5% | -2,382.3% | -97.9% |
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