+67.6%
CF vs WSM
+255.1%
-187.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.8% | +1.3% |
| 7D | +5.4% | -3.2% | +8.5% | +5.3% |
| 30D | +6.5% | +4.6% | +1.9% | +6.5% |
| 3M | +4.6% | +2.4% | +2.2% | +4.7% |
| 6M | -3.3% | +43.7% | -47.0% | -4.3% |
| YTD | +63.9% | +42.1% | +21.8% | +61.3% |
| 1Y | +50.4% | +32.3% | +18.2% | +49.0% |
| All | +67.6% | +255.1% | -187.5% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling