+350.2%
CG vs WSM
+1,477.1%
-1,127.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.4% |
| 7D | -4.3% | -3.3% | -1.1% | -3.1% |
| 30D | -5.1% | -8.4% | +3.3% | -2.0% |
| 3M | +8.7% | +9.7% | -1.0% | +4.7% |
| 6M | -9.2% | +16.7% | -25.9% | -14.8% |
| YTD | -18.9% | +28.7% | -47.5% | -26.4% |
| 1Y | -25.6% | +13.7% | -39.3% | -29.6% |
| 3Y | +57.3% | +230.1% | -172.8% | -3.6% |
| 5Y | +10.2% | +179.0% | -168.8% | -30.7% |
| 10Y | +364.2% | +1,002.5% | -638.3% | +61.9% |
| All | +350.2% | +1,477.1% | -1,127.0% | +44.8% |
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