-70.0%
CPNG vs WSM
+271.8%
-341.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -7.6% | +2.6% | -10.2% | -8.4% |
| 30D | -8.8% | -9.3% | +0.5% | -6.0% |
| 3M | -7.2% | +7.1% | -14.3% | -9.5% |
| 6M | -21.5% | +21.7% | -43.2% | -26.8% |
| YTD | -37.4% | +28.7% | -66.2% | -42.9% |
| 1Y | -54.3% | +13.9% | -68.2% | -56.9% |
| 3Y | -20.3% | +232.2% | -252.5% | -54.9% |
| 5Y | -51.2% | +176.4% | -227.6% | -72.8% |
| All | -70.0% | +271.8% | -341.8% | -84.6% |
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