+626.9%
CEG vs WSM
+239.1%
+387.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +1.3% | +2.6% | -1.3% | +0.6% |
| 30D | +8.8% | -9.3% | +18.1% | +11.8% |
| 3M | +17.0% | +7.1% | +9.9% | +14.4% |
| 6M | -8.7% | +21.7% | -30.4% | -14.2% |
| YTD | -16.4% | +28.7% | -45.2% | -23.0% |
| 1Y | -1.8% | +13.9% | -15.6% | -6.6% |
| 3Y | +175.8% | +232.2% | -56.4% | +98.7% |
| All | +626.9% | +239.1% | +387.9% | +396.3% |
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 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