+8,015.2%
CI vs WSM
+40,190.9%
-32,175.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -1.3% | -3.0% | +1.7% | -0.9% |
| 30D | +6.4% | +10.1% | -3.7% | +4.9% |
| 3M | +10.7% | +4.9% | +5.8% | +9.8% |
| 6M | +5.5% | +49.8% | -44.3% | -1.2% |
| YTD | +11.4% | +48.7% | -37.4% | +4.1% |
| 1Y | +15.0% | +38.7% | -23.7% | +8.6% |
| 3Y | +9.0% | +269.5% | -260.6% | -14.9% |
| 5Y | +52.0% | +179.0% | -127.0% | +20.3% |
| 10Y | +150.9% | +1,162.3% | -1,011.4% | +47.2% |
| All | +8,015.2% | +40,190.9% | -32,175.7% | +2,553.3% |
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