-97.9%
CAPR vs WSM
+1,966.1%
-2,064.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.9% |
| 7D | -2.0% | -3.3% | +1.3% | -1.4% |
| 30D | +139.2% | -8.4% | +147.6% | +143.1% |
| 3M | -66.4% | +9.7% | -76.0% | -67.5% |
| 6M | -63.1% | +16.7% | -79.8% | -64.8% |
| YTD | -67.4% | +28.7% | -96.1% | -69.5% |
| 1Y | +58.2% | +13.7% | +44.6% | +51.4% |
| 3Y | +42.2% | +230.1% | -187.9% | +8.2% |
| 5Y | +87.3% | +179.0% | -91.7% | +42.2% |
| 10Y | -75.3% | +1,002.5% | -1,077.8% | -85.5% |
| All | -97.9% | +1,966.1% | -2,064.0% | -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