+604.3%
CEG vs WSM
+237.2%
+367.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -4.8% | -0.5% | -4.2% | -4.6% |
| 30D | +2.3% | -7.7% | +10.1% | +4.7% |
| 3M | +15.6% | +3.8% | +11.8% | +14.1% |
| 6M | -5.0% | +22.7% | -27.7% | -10.9% |
| YTD | -19.0% | +28.0% | -47.0% | -25.2% |
| 1Y | -10.0% | +12.7% | -22.7% | -14.2% |
| 3Y | +163.9% | +231.3% | -67.3% | +90.4% |
| All | +604.3% | +237.2% | +367.1% | +381.6% |
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