+48.8%
CAVA vs WSM
+230.1%
-181.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.0% |
| 7D | -8.0% | -0.5% | -7.5% | -7.8% |
| 30D | -19.6% | -7.7% | -11.8% | -17.0% |
| 3M | -36.7% | +3.8% | -40.4% | -37.8% |
| 6M | -30.6% | +22.7% | -53.3% | -36.4% |
| YTD | -4.8% | +28.0% | -32.8% | -14.3% |
| 1Y | -13.1% | +12.7% | -25.8% | -18.1% |
| 3Y | +48.8% | +231.3% | -182.5% | -11.9% |
| All | +48.8% | +230.1% | -181.3% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling