-50.5%
CPNG vs WSM
+175.3%
-225.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.7% |
| 7D | -1.1% | -0.5% | -0.6% | -0.9% |
| 30D | -7.4% | -7.7% | +0.4% | -4.9% |
| 3M | -12.3% | +3.8% | -16.1% | -13.9% |
| 6M | -19.4% | +22.7% | -42.1% | -25.3% |
| YTD | -35.9% | +28.0% | -63.9% | -41.7% |
| 1Y | -53.4% | +12.7% | -66.1% | -55.9% |
| 3Y | -20.0% | +231.3% | -251.3% | -57.3% |
| All | -50.5% | +175.3% | -225.7% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling