+5,331.8%
CF vs WSM
+1,788.3%
+3,543.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.2% |
| 7D | -3.2% | +0.5% | -3.7% | -3.6% |
| 30D | +4.3% | +6.0% | -1.6% | +2.3% |
| 3M | +2.8% | +3.2% | -0.4% | +1.1% |
| 6M | +0.6% | +37.1% | -36.5% | -9.2% |
| YTD | +56.6% | +44.2% | +12.4% | +37.5% |
| 1Y | +49.6% | +34.2% | +15.4% | +33.8% |
| 3Y | +61.5% | +249.3% | -187.8% | +1.4% |
| 5Y | +124.0% | +169.3% | -45.3% | +43.8% |
| 10Y | +573.2% | +1,241.2% | -668.0% | +128.8% |
| All | +5,331.8% | +1,788.3% | +3,543.6% | +1,123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling