+57.3%
CL vs WSM
+997.3%
-940.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.3% | +2.6% | -4.9% | -2.5% |
| 30D | -5.5% | -9.3% | +3.8% | -4.9% |
| 3M | +0.8% | +7.1% | -6.3% | +0.3% |
| 6M | -4.2% | +21.7% | -25.9% | -5.6% |
| YTD | +13.4% | +28.7% | -15.3% | +11.3% |
| 1Y | +7.1% | +13.9% | -6.8% | +5.8% |
| 3Y | +29.0% | +232.2% | -203.1% | +15.1% |
| 5Y | +28.3% | +176.4% | -148.1% | +14.4% |
| 10Y | +57.3% | +1,072.4% | -1,015.1% | +19.0% |
| All | +57.3% | +997.3% | -940.0% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling