+5,315.6%
CL vs WSM
+38,956.5%
-33,640.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.0% |
| 7D | +1.3% | +0.5% | +0.8% | +1.3% |
| 30D | +11.4% | +6.0% | +5.4% | +10.9% |
| 3M | +4.4% | +3.2% | +1.2% | +4.1% |
| 6M | +10.8% | +37.1% | -26.3% | +8.0% |
| YTD | +25.1% | +44.2% | -19.1% | +21.4% |
| 1Y | +28.0% | +34.2% | -6.2% | +24.8% |
| 3Y | +37.6% | +249.3% | -211.6% | +22.4% |
| 5Y | +39.7% | +169.3% | -129.6% | +24.9% |
| 10Y | +75.8% | +1,241.2% | -1,165.4% | +33.6% |
| All | +5,315.6% | +38,956.5% | -33,640.8% | +2,627.8% |
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