+246.7%
CB vs WSM
+1,181.2%
-934.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.0% | -3.0% | +1.9% | -0.7% |
| 30D | +7.3% | +10.1% | -2.7% | +6.1% |
| 3M | +7.0% | +4.9% | +2.1% | +6.3% |
| 6M | +16.3% | +49.8% | -33.4% | +10.6% |
| YTD | +19.7% | +48.7% | -29.0% | +13.5% |
| 1Y | +27.8% | +38.7% | -10.9% | +22.1% |
| 3Y | +72.0% | +269.5% | -197.5% | +37.3% |
| 5Y | +104.9% | +179.0% | -74.1% | +66.7% |
| 10Y | +246.7% | +1,162.3% | -915.6% | +93.9% |
| All | +246.7% | +1,181.2% | -934.5% | +93.9% |
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 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