+579.5%
CEG vs WSM
+291.8%
+287.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +11.8% | -3.0% | +14.8% | +12.8% |
| 30D | -6.5% | +10.1% | -16.6% | -9.4% |
| 3M | -1.2% | +4.9% | -6.1% | -2.9% |
| 6M | -8.0% | +49.8% | -57.8% | -18.6% |
| YTD | -21.9% | +48.7% | -70.6% | -31.1% |
| 1Y | -21.4% | +38.7% | -60.2% | -29.5% |
| 3Y | +130.0% | +269.5% | -139.5% | +60.2% |
| All | +579.5% | +291.8% | +287.7% | +343.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling