+29.5%
CL vs WSM
+238.8%
-209.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.5% |
| 7D | -2.2% | -3.3% | +1.1% | -2.1% |
| 30D | -4.8% | -8.4% | +3.6% | -4.7% |
| 3M | +4.9% | +9.7% | -4.7% | +4.8% |
| 6M | -5.7% | +16.7% | -22.4% | -6.0% |
| YTD | +14.4% | +28.7% | -14.3% | +14.0% |
| 1Y | +8.7% | +13.7% | -4.9% | +8.4% |
| All | +29.5% | +238.8% | -209.3% | +26.6% |
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