+180.6%
CEG vs WSM
+239.4%
-58.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +6.7% | +2.6% | +4.1% | +5.8% |
| 30D | +11.0% | -9.5% | +20.5% | +14.5% |
| 3M | +19.5% | +12.9% | +6.6% | +14.5% |
| 6M | -5.9% | +23.0% | -28.9% | -12.6% |
| YTD | -15.0% | +28.9% | -43.9% | -22.6% |
| 1Y | +0.6% | +13.7% | -13.0% | -5.0% |
| 3Y | +180.6% | +232.6% | -52.0% | +104.1% |
| All | +180.6% | +239.4% | -58.8% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling