+487.0%
CF vs WSM
+1,313.8%
-826.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.7% |
| 7D | -0.9% | +0.9% | -1.7% | -1.2% |
| 30D | +6.9% | +8.6% | -1.6% | +4.8% |
| 3M | +4.8% | +4.2% | +0.6% | +3.4% |
| 6M | +4.7% | +44.6% | -40.0% | -4.6% |
| YTD | +56.5% | +48.5% | +8.0% | +40.0% |
| 1Y | +48.4% | +34.7% | +13.8% | +35.8% |
| 3Y | +59.1% | +271.0% | -211.9% | +4.2% |
| 5Y | +109.5% | +180.9% | -71.4% | +42.3% |
| 10Y | +487.0% | +1,235.4% | -748.4% | +105.4% |
| All | +487.0% | +1,313.8% | -826.9% | +105.4% |
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