+7,759.7%
CP vs WSM
+40,127.9%
-32,368.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.5% |
| 7D | +2.8% | +0.9% | +1.9% | +2.6% |
| 30D | +11.3% | +8.6% | +2.8% | +9.8% |
| 3M | +2.9% | +4.2% | -1.4% | +2.0% |
| 6M | +9.8% | +44.6% | -34.9% | +3.0% |
| YTD | +28.5% | +48.5% | -20.0% | +19.8% |
| 1Y | +33.5% | +34.7% | -1.2% | +26.4% |
| 3Y | +31.9% | +271.0% | -239.1% | +3.2% |
| 5Y | +25.5% | +180.9% | -155.4% | -0.1% |
| 10Y | +257.6% | +1,235.4% | -977.8% | +109.4% |
| All | +7,759.7% | +40,127.9% | -32,368.2% | +2,809.5% |
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