+10.0%
CNH vs WSM
+232.0%
-222.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +1.8% | +2.6% | -0.8% | +1.0% |
| 30D | +32.6% | -9.3% | +41.9% | +36.7% |
| 3M | +29.4% | +7.1% | +22.3% | +26.5% |
| 6M | +26.0% | +21.7% | +4.3% | +18.1% |
| YTD | +52.2% | +28.7% | +23.5% | +40.0% |
| 1Y | +23.9% | +13.9% | +10.0% | +17.7% |
| All | +10.0% | +232.0% | -222.0% | -23.1% |
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