+22.8%
CB vs WSM
+19.9%
+2.9%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -1.9% |
| 7D | +0.5% | -3.3% | +3.8% | +0.5% |
| 30D | -3.1% | -8.4% | +5.3% | -3.2% |
| 3M | +9.0% | +9.7% | -0.7% | +9.0% |
| 6M | +2.9% | +16.7% | -13.8% | +2.6% |
| YTD | +10.1% | +28.7% | -18.6% | +9.3% |
| 1Y | +22.8% | +13.7% | +9.1% | +23.4% |
| All | +22.8% | +19.9% | +2.9% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling