+95.2%
CNC vs WSM
+1,071.8%
-976.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.4% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | -1.0% | -7.7% | +6.7% | +0.2% |
| 3M | +4.5% | +3.8% | +0.8% | +3.7% |
| 6M | +85.2% | +22.7% | +62.5% | +78.3% |
| YTD | +61.4% | +28.0% | +33.4% | +53.8% |
| 1Y | +94.9% | +12.7% | +82.2% | +89.3% |
| 3Y | 0.0% | +231.3% | -231.3% | -23.9% |
| 5Y | +11.2% | +177.2% | -166.0% | -15.2% |
| All | +95.2% | +1,071.8% | -976.5% | +8.0% |
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