+5,967.0%
CF vs WSM
+1,585.2%
+4,381.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.8% |
| 7D | +6.0% | -3.3% | +9.3% | +6.8% |
| 30D | +14.8% | -8.4% | +23.2% | +17.3% |
| 3M | +14.1% | +9.7% | +4.4% | +10.3% |
| 6M | +28.5% | +16.7% | +11.9% | +20.7% |
| YTD | +74.9% | +28.7% | +46.3% | +59.3% |
| 1Y | +61.7% | +13.7% | +48.0% | +51.9% |
| 3Y | +80.3% | +230.1% | -149.8% | +15.1% |
| 5Y | +226.0% | +179.0% | +47.0% | +106.2% |
| 10Y | +569.9% | +1,002.5% | -432.7% | +142.2% |
| All | +5,967.0% | +1,585.2% | +4,381.8% | +1,316.8% |
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