+8.5%
CRCL vs WSM
+42.7%
-34.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.5% |
| 7D | -12.5% | +0.4% | -12.9% | -12.6% |
| 30D | +26.9% | -10.7% | +37.6% | +30.4% |
| 3M | +14.4% | +8.5% | +6.0% | +11.5% |
| 6M | -23.5% | +19.6% | -43.2% | -28.1% |
| YTD | +13.9% | +26.6% | -12.7% | +4.8% |
| 1Y | -20.6% | +12.0% | -32.5% | -25.3% |
| All | +8.5% | +42.7% | -34.2% | +18.9% |
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