+6,646.7%
CB vs WSM
+56,477.4%
-49,830.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.2% |
| 7D | +0.5% | -3.3% | +3.8% | +1.0% |
| 30D | -3.1% | -8.4% | +5.3% | -1.9% |
| 3M | +9.0% | +9.7% | -0.7% | +7.1% |
| 6M | +2.9% | +16.7% | -13.8% | -0.1% |
| YTD | +10.1% | +28.7% | -18.6% | +5.1% |
| 1Y | +22.8% | +13.7% | +9.1% | +19.2% |
| 3Y | +73.8% | +230.1% | -156.3% | +36.6% |
| 5Y | +99.2% | +179.0% | -79.8% | +55.9% |
| 10Y | +218.2% | +1,002.5% | -784.3% | +85.0% |
| All | +6,646.7% | +56,477.4% | -49,830.7% | +1,832.3% |
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