+208.5%
CFG vs WSM
+1,131.4%
-922.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.1% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +5.1% | +5.1% | 0.0% | +3.2% |
| 3M | -11.2% | +5.1% | -16.3% | -13.0% |
| 6M | +9.6% | +48.6% | -39.0% | -5.3% |
| YTD | +15.0% | +44.2% | -29.2% | +0.3% |
| 1Y | +29.9% | +38.1% | -8.2% | +14.9% |
| 3Y | +192.1% | +257.2% | -65.1% | +73.2% |
| 5Y | +62.3% | +165.1% | -102.8% | +2.1% |
| All | +208.5% | +1,131.4% | -922.8% | -10.6% |
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