0.0%
CNC vs WSM
+230.1%
-230.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.5% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | -1.0% | -7.7% | +6.7% | -0.6% |
| 3M | +4.5% | +3.8% | +0.8% | +4.3% |
| 6M | +85.2% | +22.7% | +62.5% | +82.9% |
| YTD | +61.4% | +28.0% | +33.4% | +58.4% |
| 1Y | +94.9% | +12.7% | +82.2% | +92.8% |
| 3Y | 0.0% | +231.3% | -231.3% | -13.8% |
| All | 0.0% | +230.1% | -230.1% | -13.8% |
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 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