+154.0%
CNH vs WSM
+1,071.8%
-917.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.3% |
| 7D | -5.7% | -0.5% | -5.2% | -5.5% |
| 30D | +26.6% | -7.7% | +34.3% | +29.5% |
| 3M | +31.1% | +3.8% | +27.3% | +29.6% |
| 6M | +24.9% | +22.7% | +2.2% | +17.2% |
| YTD | +48.7% | +28.0% | +20.7% | +37.6% |
| 1Y | +22.2% | +12.7% | +9.5% | +16.9% |
| 3Y | +7.4% | +231.3% | -223.8% | -28.1% |
| 5Y | +10.8% | +177.2% | -166.4% | -25.4% |
| All | +154.0% | +1,071.8% | -917.8% | +2.4% |
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