+61.7%
CF vs WSM
+19.9%
+41.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -2.6% |
| 7D | +6.0% | -3.3% | +9.3% | +5.1% |
| 30D | +14.8% | -8.4% | +23.2% | +12.2% |
| 3M | +14.1% | +9.7% | +4.4% | +17.3% |
| 6M | +28.5% | +16.7% | +11.9% | +38.4% |
| YTD | +74.9% | +28.7% | +46.3% | +83.3% |
| 1Y | +61.7% | +13.7% | +48.0% | +73.5% |
| All | +61.7% | +19.9% | +41.8% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling