+312.1%
CG vs WSM
+1,058.9%
-746.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.7% |
| 7D | -9.8% | +0.4% | -10.2% | -10.0% |
| 30D | -10.3% | -10.7% | +0.4% | -6.3% |
| 3M | -1.7% | +8.5% | -10.1% | -5.0% |
| 6M | -9.8% | +19.6% | -29.4% | -16.4% |
| YTD | -25.6% | +26.6% | -52.2% | -32.4% |
| 1Y | -32.5% | +12.0% | -44.5% | -35.9% |
| 3Y | +45.6% | +226.6% | -181.0% | -12.5% |
| 5Y | +3.7% | +174.1% | -170.5% | -36.0% |
| All | +312.1% | +1,058.9% | -746.7% | +35.7% |
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