+56.1%
CDE vs WSM
+1,071.8%
-1,015.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | +9.5% | -7.7% | +17.2% | +12.3% |
| 3M | +25.5% | +3.8% | +21.7% | +23.9% |
| 6M | -7.9% | +22.7% | -30.6% | -14.0% |
| YTD | +15.6% | +28.0% | -12.5% | +6.6% |
| 1Y | +34.0% | +12.7% | +21.3% | +28.3% |
| 3Y | +791.9% | +231.3% | +560.6% | +493.6% |
| 5Y | +197.7% | +177.2% | +20.5% | +100.4% |
| All | +56.1% | +1,071.8% | -1,015.7% | -28.0% |
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 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