+4,100.0%
CMG vs WSM
+1,675.1%
+2,424.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.5% | +2.6% | -4.0% | -2.2% |
| 30D | +12.7% | -9.5% | +22.2% | +15.9% |
| 3M | +26.3% | +12.9% | +13.4% | +21.3% |
| 6M | +4.5% | +23.0% | -18.5% | -2.4% |
| YTD | -0.1% | +28.9% | -29.0% | -8.2% |
| 1Y | -6.8% | +13.7% | -20.5% | -11.4% |
| 3Y | -5.0% | +232.6% | -237.6% | -38.9% |
| 5Y | -3.0% | +185.9% | -188.9% | -37.5% |
| 10Y | +323.6% | +998.6% | -675.1% | +57.5% |
| All | +4,100.0% | +1,675.1% | +2,424.9% | +1,034.9% |
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