+345.0%
CPB vs WSM
+34,755.7%
-34,410.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -3.5% |
| 7D | -8.6% | -3.3% | -5.3% | -8.4% |
| 30D | -7.2% | -8.4% | +1.1% | -6.8% |
| 3M | +0.9% | +9.7% | -8.8% | +0.3% |
| 6M | -11.8% | +16.7% | -28.5% | -12.8% |
| YTD | -19.4% | +28.7% | -48.1% | -20.8% |
| 1Y | -30.4% | +13.7% | -44.0% | -31.1% |
| 3Y | -40.2% | +230.1% | -270.2% | -45.4% |
| 5Y | -39.5% | +179.0% | -218.5% | -45.0% |
| 10Y | -47.4% | +1,002.5% | -1,049.9% | -57.4% |
| All | +345.0% | +34,755.7% | -34,410.7% | +147.4% |
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