+467.4%
CF vs WSM
+1,178.6%
-711.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.8% | +3.1% | +1.7% | +3.9% |
| 30D | +9.7% | +8.5% | +1.2% | +7.5% |
| 3M | +1.2% | +4.6% | -3.3% | -0.3% |
| 6M | +7.4% | +44.5% | -37.2% | -2.1% |
| YTD | +60.5% | +48.4% | +12.1% | +43.7% |
| 1Y | +50.7% | +36.2% | +14.6% | +37.6% |
| 3Y | +64.8% | +268.8% | -204.0% | +8.3% |
| 5Y | +115.8% | +185.2% | -69.5% | +46.0% |
| All | +467.4% | +1,178.6% | -711.1% | +97.8% |
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