+112.0%
CF vs WSM
+168.7%
-56.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.8% |
| 7D | -3.2% | +0.5% | -3.7% | -3.3% |
| 30D | +4.3% | +6.0% | -1.6% | +3.7% |
| 3M | +2.8% | +3.2% | -0.4% | +2.4% |
| 6M | +0.6% | +37.1% | -36.5% | -2.8% |
| YTD | +56.6% | +44.2% | +12.4% | +49.5% |
| 1Y | +49.6% | +34.2% | +15.4% | +44.1% |
| 3Y | +61.5% | +249.3% | -187.8% | +29.7% |
| All | +112.0% | +168.7% | -56.7% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling