+380.0%
CPB vs WSM
+38,954.9%
-38,575.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +3.1% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +19.2% | +5.1% | +14.1% | +18.9% |
| 3M | -0.9% | +5.1% | -6.0% | -1.3% |
| 6M | +15.2% | +48.6% | -33.4% | +12.3% |
| YTD | -13.1% | +44.2% | -57.3% | -15.2% |
| 1Y | -22.4% | +38.1% | -60.5% | -24.2% |
| 3Y | -35.3% | +257.2% | -292.5% | -41.2% |
| 5Y | -33.0% | +165.1% | -198.1% | -38.8% |
| 10Y | -39.2% | +1,123.6% | -1,162.7% | -51.0% |
| All | +380.0% | +38,954.9% | -38,575.0% | +164.9% |
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