+37.6%
CL vs WSM
+245.0%
-207.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.1% |
| 7D | +1.3% | +0.5% | +0.8% | +1.3% |
| 30D | +11.4% | +6.0% | +5.4% | +11.2% |
| 3M | +4.4% | +3.2% | +1.2% | +4.3% |
| 6M | +10.8% | +37.1% | -26.3% | +10.3% |
| YTD | +25.1% | +44.2% | -19.1% | +24.5% |
| 1Y | +28.0% | +34.2% | -6.2% | +27.2% |
| 3Y | +37.6% | +249.3% | -211.6% | +36.7% |
| All | +37.6% | +245.0% | -207.4% | +36.7% |
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