+7,539.9%
CP vs WSM
+34,755.7%
-27,215.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | 0.0% |
| 7D | -2.7% | -3.3% | +0.6% | -2.1% |
| 30D | +0.2% | -8.4% | +8.6% | +1.6% |
| 3M | +2.6% | +9.7% | -7.1% | +0.8% |
| 6M | +6.0% | +16.7% | -10.7% | +3.0% |
| YTD | +24.9% | +28.7% | -3.7% | +19.4% |
| 1Y | +20.1% | +13.7% | +6.5% | +16.9% |
| 3Y | +16.4% | +230.1% | -213.7% | -7.3% |
| 5Y | +31.7% | +179.0% | -147.2% | +4.9% |
| 10Y | +223.9% | +1,002.5% | -778.7% | +95.7% |
| All | +7,539.9% | +34,755.7% | -27,215.8% | +2,798.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling