+598.5%
CEG vs WSM
+274.3%
+324.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +4.0% |
| 7D | +17.8% | -3.2% | +21.0% | +18.9% |
| 30D | -4.5% | +4.6% | -9.2% | -6.2% |
| 3M | +1.5% | +2.4% | -1.0% | +0.3% |
| 6M | -3.5% | +43.7% | -47.2% | -13.6% |
| YTD | -19.7% | +42.1% | -61.8% | -28.4% |
| 1Y | -19.8% | +32.3% | -52.0% | -27.1% |
| 3Y | +136.4% | +253.0% | -116.6% | +66.6% |
| All | +598.5% | +274.3% | +324.2% | +361.6% |
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