+274.8%
CG vs WSM
+1,131.4%
-856.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.5% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +11.2% | +5.1% | +6.1% | +9.2% |
| 3M | -22.1% | +5.1% | -27.2% | -23.6% |
| 6M | -17.9% | +48.6% | -66.5% | -30.0% |
| YTD | -31.3% | +44.2% | -75.5% | -40.7% |
| 1Y | -24.0% | +38.1% | -62.1% | -33.3% |
| 3Y | +45.0% | +257.2% | -212.3% | -15.5% |
| 5Y | -22.6% | +165.1% | -187.7% | -51.9% |
| All | +274.8% | +1,131.4% | -856.5% | +19.2% |
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