+306.8%
CFG vs WSM
+997.3%
-690.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -0.6% | +2.6% | -3.2% | -1.5% |
| 30D | -4.5% | -9.3% | +4.7% | -1.3% |
| 3M | +6.3% | +7.1% | -0.8% | +3.5% |
| 6M | +20.6% | +21.7% | -1.1% | +11.9% |
| YTD | +21.2% | +28.7% | -7.5% | +10.3% |
| 1Y | +38.2% | +13.9% | +24.3% | +30.7% |
| 3Y | +185.9% | +232.2% | -46.2% | +73.0% |
| 5Y | +97.0% | +176.4% | -79.4% | +21.1% |
| 10Y | +306.8% | +1,072.4% | -765.6% | +13.5% |
| All | +306.8% | +997.3% | -690.5% | +13.5% |
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