-31.9%
CEG vs WSM
+44.0%
-75.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.5% | -13.2% | -8.0% |
| 7D | -4.8% | +8.0% | -12.8% | -6.5% |
| 30D | -8.2% | +13.5% | -21.7% | -11.1% |
| 3M | -7.9% | +8.8% | -16.8% | -10.0% |
| 6M | -23.2% | +54.7% | -77.9% | -31.7% |
| YTD | -30.1% | +53.3% | -83.4% | -38.0% |
| 1Y | -31.9% | +41.1% | -73.0% | -39.3% |
| All | -31.9% | +44.0% | -75.9% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling