+41.9%
CI vs WSM
+189.5%
-147.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -2.0% | +2.6% | -4.6% | -2.2% |
| 30D | -1.8% | -9.5% | +7.7% | -1.2% |
| 3M | -4.2% | +12.9% | -17.1% | -5.1% |
| 6M | +2.7% | +23.0% | -20.3% | +1.0% |
| YTD | +1.9% | +28.9% | -27.0% | -0.2% |
| 1Y | -6.3% | +13.7% | -19.9% | -7.5% |
| 3Y | +3.9% | +232.6% | -228.8% | -9.1% |
| 5Y | +41.9% | +185.9% | -144.0% | +23.5% |
| All | +41.9% | +189.5% | -147.6% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling