+49.0%
CG vs WSM
+232.0%
-182.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -6.4% | +2.6% | -9.0% | -7.4% |
| 30D | -7.1% | -9.3% | +2.2% | -3.5% |
| 3M | -1.6% | +7.1% | -8.7% | -4.5% |
| 6M | -8.3% | +21.7% | -30.0% | -15.6% |
| YTD | -23.8% | +28.7% | -52.5% | -31.0% |
| 1Y | -28.7% | +13.9% | -42.6% | -32.8% |
| All | +49.0% | +232.0% | -182.9% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling