+216.7%
CTVA vs WSM
+903.0%
-686.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -4.5% | -0.5% | -4.0% | -4.4% |
| 30D | +11.3% | -7.7% | +19.0% | +13.1% |
| 3M | +12.3% | +3.8% | +8.5% | +11.2% |
| 6M | +7.2% | +22.7% | -15.5% | +2.1% |
| YTD | +26.0% | +28.0% | -2.0% | +18.7% |
| 1Y | +16.0% | +12.7% | +3.3% | +11.8% |
| 3Y | +73.9% | +231.3% | -157.4% | +25.2% |
| 5Y | +103.8% | +177.2% | -73.4% | +47.3% |
| All | +216.7% | +903.0% | -686.3% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling