+7,738.0%
CP vs WSM
+40,190.9%
-32,452.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -0.7% | -3.0% | +2.3% | -0.2% |
| 30D | +9.6% | +10.1% | -0.4% | +7.9% |
| 3M | +2.2% | +4.9% | -2.7% | +1.3% |
| 6M | +11.1% | +49.8% | -38.7% | +3.6% |
| YTD | +28.2% | +48.7% | -20.6% | +19.5% |
| 1Y | +32.2% | +38.7% | -6.6% | +24.5% |
| 3Y | +35.5% | +269.5% | -234.0% | +6.1% |
| 5Y | +26.8% | +179.0% | -152.2% | +1.0% |
| 10Y | +256.9% | +1,162.3% | -905.4% | +110.8% |
| All | +7,738.0% | +40,190.9% | -32,452.9% | +2,800.7% |
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 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