+12.1%
CI vs WSM
+34.6%
-22.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | +0.1% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +2.6% | +5.1% | -2.5% | +2.2% |
| 3M | +7.4% | +5.1% | +2.3% | +7.0% |
| 6M | -0.1% | +48.6% | -48.7% | -3.9% |
| YTD | +9.7% | +44.2% | -34.4% | +2.7% |
| 1Y | +12.1% | +38.1% | -26.0% | +6.0% |
| All | +12.1% | +34.6% | -22.5% | +6.0% |
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 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