-89.8%
CDE vs WSM
+34,191.7%
-34,281.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.5% | -2.9% |
| 7D | -6.1% | +0.4% | -6.5% | -6.1% |
| 30D | +9.5% | -10.7% | +20.2% | +11.6% |
| 3M | +32.0% | +8.5% | +23.5% | +30.2% |
| 6M | -12.8% | +19.6% | -32.4% | -15.4% |
| YTD | +14.2% | +26.6% | -12.4% | +9.7% |
| 1Y | +36.3% | +12.0% | +24.3% | +33.6% |
| 3Y | +821.4% | +226.6% | +594.7% | +652.1% |
| 5Y | +194.3% | +174.1% | +20.1% | +142.6% |
| 10Y | +53.2% | +1,052.9% | -999.7% | -1.0% |
| All | -89.8% | +34,191.7% | -34,281.5% | -94.2% |
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