+330.5%
CFG vs WSM
+929.4%
-598.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | -3.0% | +2.2% | +0.3% |
| 30D | +3.1% | +10.1% | -6.9% | -0.3% |
| 3M | -9.7% | +4.9% | -14.6% | -11.5% |
| 6M | +6.7% | +49.8% | -43.1% | -7.9% |
| YTD | +15.2% | +48.7% | -33.6% | -0.5% |
| 1Y | +28.8% | +38.7% | -9.9% | +13.9% |
| 3Y | +190.1% | +269.5% | -79.5% | +71.1% |
| 5Y | +63.4% | +179.0% | -115.6% | +1.4% |
| 10Y | +219.8% | +1,162.3% | -942.5% | -5.6% |
| All | +330.5% | +929.4% | -598.9% | +36.5% |
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 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