+33.0%
CP vs WSM
+34.5%
-1.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +2.8% | +3.1% | -0.3% | +1.9% |
| 30D | +11.0% | +8.5% | +2.5% | +8.6% |
| 3M | +3.8% | +4.6% | -0.7% | +2.4% |
| 6M | +9.5% | +44.5% | -35.1% | -1.8% |
| YTD | +28.2% | +48.4% | -20.2% | +12.2% |
| 1Y | +33.0% | +36.2% | -3.2% | +19.6% |
| All | +33.0% | +34.5% | -1.5% | +19.6% |
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