+568.0%
CF vs WSM
+1,223.7%
-655.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.1% |
| 7D | -3.2% | +0.5% | -3.7% | -3.5% |
| 30D | +4.3% | +6.0% | -1.6% | +2.7% |
| 3M | +2.8% | +3.2% | -0.4% | +1.5% |
| 6M | +0.6% | +37.1% | -36.5% | -7.3% |
| YTD | +56.6% | +44.2% | +12.4% | +40.9% |
| 1Y | +49.6% | +34.2% | +15.4% | +36.8% |
| 3Y | +61.5% | +249.3% | -187.8% | +7.1% |
| 5Y | +124.0% | +169.3% | -45.3% | +53.3% |
| All | +568.0% | +1,223.7% | -655.7% | +127.6% |
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