+7,100.1%
CB vs WSM
+65,197.5%
-58,097.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.9% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | +6.5% | +8.6% | -2.0% | +5.1% |
| 3M | +4.1% | +4.2% | -0.2% | +3.3% |
| 6M | +14.4% | +44.6% | -30.2% | +7.6% |
| YTD | +17.5% | +48.5% | -31.0% | +9.7% |
| 1Y | +27.5% | +34.7% | -7.1% | +20.7% |
| 3Y | +71.6% | +271.0% | -199.4% | +32.7% |
| 5Y | +100.6% | +180.9% | -80.3% | +57.2% |
| 10Y | +243.0% | +1,235.4% | -992.4% | +93.5% |
| All | +7,100.1% | +65,197.5% | -58,097.3% | +1,915.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling