-14.1%
CG vs WSM
+44.0%
-58.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.5% | -1.9% | +1.2% |
| 7D | +9.4% | +8.0% | +1.5% | +5.2% |
| 30D | +8.7% | +13.5% | -4.8% | +2.0% |
| 3M | -15.0% | +8.8% | -23.8% | -18.7% |
| 6M | -13.2% | +54.7% | -67.9% | -32.2% |
| YTD | -26.2% | +53.3% | -79.4% | -39.8% |
| 1Y | -14.1% | +41.1% | -55.2% | -28.4% |
| All | -14.1% | +44.0% | -58.1% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling