+28.0%
CNH vs WSM
+19.9%
+8.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +2.0% | +3.2% |
| 7D | +23.3% | -3.3% | +26.6% | +24.9% |
| 30D | +33.5% | -8.4% | +41.8% | +38.3% |
| 3M | +32.7% | +9.7% | +23.1% | +27.8% |
| 6M | +22.2% | +16.7% | +5.5% | +14.3% |
| YTD | +57.7% | +28.7% | +29.0% | +43.8% |
| 1Y | +28.0% | +13.7% | +14.3% | +17.3% |
| All | +28.0% | +19.9% | +8.1% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling