+222.5%
CB vs WSM
+998.8%
-776.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -0.6% | +2.6% | -3.2% | -0.9% |
| 30D | -3.9% | -9.5% | +5.6% | -2.8% |
| 3M | +4.9% | +12.9% | -8.0% | +3.2% |
| 6M | +3.3% | +23.0% | -19.8% | +0.4% |
| YTD | +8.5% | +28.9% | -20.4% | +4.7% |
| 1Y | +22.1% | +13.7% | +8.4% | +19.4% |
| 3Y | +70.1% | +232.6% | -162.5% | +37.1% |
| 5Y | +97.4% | +185.9% | -88.5% | +58.3% |
| All | +222.5% | +998.8% | -776.3% | +82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling