+7,463.6%
CI vs WSM
+34,755.7%
-27,292.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.6% |
| 7D | +1.3% | -3.3% | +4.6% | +1.8% |
| 30D | +4.4% | -8.4% | +12.8% | +5.8% |
| 3M | +0.7% | +9.7% | -9.0% | -1.0% |
| 6M | +0.3% | +16.7% | -16.3% | -2.4% |
| YTD | +3.8% | +28.7% | -24.9% | -0.7% |
| 1Y | -5.5% | +13.7% | -19.2% | -8.1% |
| 3Y | +8.1% | +230.1% | -222.0% | -14.2% |
| 5Y | +42.8% | +179.0% | -136.2% | +12.7% |
| 10Y | +143.9% | +1,002.5% | -858.6% | +46.0% |
| All | +7,463.6% | +34,755.7% | -27,292.1% | +2,428.8% |
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