+260.5%
CP vs WSM
+1,131.4%
-870.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.8% |
| 7D | +2.1% | 0.0% | +2.2% | +2.1% |
| 30D | +9.3% | +5.1% | +4.2% | +8.1% |
| 3M | +0.5% | +5.1% | -4.6% | -0.8% |
| 6M | +10.4% | +48.6% | -38.2% | +1.2% |
| YTD | +28.7% | +44.2% | -15.5% | +18.4% |
| 1Y | +33.2% | +38.1% | -4.9% | +23.5% |
| 3Y | +38.4% | +257.2% | -218.8% | +1.6% |
| 5Y | +26.2% | +165.1% | -138.9% | -4.6% |
| All | +260.5% | +1,131.4% | -870.9% | +72.2% |
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