+233.3%
CP vs WSM
+997.3%
-764.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | +0.6% | +2.6% | -2.0% | +0.1% |
| 30D | -0.5% | -9.3% | +8.8% | +1.5% |
| 3M | +0.1% | +7.1% | -7.0% | -1.5% |
| 6M | +7.8% | +21.7% | -13.9% | +3.1% |
| YTD | +22.9% | +28.7% | -5.9% | +15.9% |
| 1Y | +21.3% | +13.9% | +7.5% | +17.1% |
| 3Y | +20.4% | +232.2% | -211.8% | -10.4% |
| 5Y | +34.9% | +176.4% | -141.5% | +0.8% |
| 10Y | +233.3% | +1,072.4% | -839.1% | +60.7% |
| All | +233.3% | +997.3% | -764.0% | +60.7% |
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