+101.0%
CB vs WSM
+179.2%
-78.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.0% |
| 7D | +0.5% | -3.3% | +3.8% | +0.7% |
| 30D | -3.1% | -8.4% | +5.3% | -2.7% |
| 3M | +9.0% | +9.7% | -0.7% | +8.3% |
| 6M | +2.9% | +16.7% | -13.8% | +1.8% |
| YTD | +10.1% | +28.7% | -18.6% | +8.3% |
| 1Y | +22.8% | +13.7% | +9.1% | +21.6% |
| 3Y | +73.8% | +230.1% | -156.3% | +52.5% |
| All | +101.0% | +179.2% | -78.1% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling