+4,369.3%
CNC vs WSM
+3,757.3%
+612.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -4.9% | +2.6% | -7.5% | -5.4% |
| 30D | -3.8% | -9.3% | +5.5% | -1.9% |
| 3M | -3.2% | +7.1% | -10.3% | -4.9% |
| 6M | +47.9% | +21.7% | +26.2% | +41.0% |
| YTD | +55.7% | +28.7% | +26.9% | +46.1% |
| 1Y | +106.2% | +13.9% | +92.4% | +98.1% |
| 3Y | -2.1% | +232.2% | -234.2% | -29.4% |
| 5Y | +3.4% | +176.4% | -173.0% | -25.7% |
| 10Y | +91.7% | +1,072.4% | -980.8% | -11.6% |
| All | +4,369.3% | +3,757.3% | +612.0% | +1,415.6% |
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 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