-5.8%
CI vs WSM
+14.1%
-19.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -1.1% | +2.6% | -3.7% | -1.3% |
| 30D | +0.5% | -9.3% | +9.8% | +1.1% |
| 3M | -5.2% | +7.1% | -12.3% | -5.7% |
| 6M | +4.3% | +21.7% | -17.4% | +2.3% |
| YTD | +2.8% | +28.7% | -26.0% | -0.7% |
| 1Y | -5.8% | +13.9% | -19.7% | -8.1% |
| All | -5.8% | +14.1% | -19.9% | -8.1% |
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