+8.4%
CI vs WSM
+264.9%
-256.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.5% |
| 7D | +0.1% | +0.9% | -0.7% | +0.1% |
| 30D | +4.7% | +8.6% | -3.9% | +4.3% |
| 3M | +5.2% | +4.2% | +1.0% | +5.0% |
| 6M | +3.8% | +44.6% | -40.8% | +2.2% |
| YTD | +9.2% | +48.5% | -39.3% | +7.4% |
| 1Y | +14.3% | +34.7% | -20.4% | +12.6% |
| 3Y | +8.4% | +271.0% | -262.6% | +3.5% |
| All | +8.4% | +264.9% | -256.5% | +3.5% |
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