+219.9%
CTVA vs WSM
+908.7%
-688.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -5.8% | +2.6% | -8.4% | -6.3% |
| 30D | +11.1% | -9.3% | +20.4% | +13.2% |
| 3M | +13.2% | +7.1% | +6.1% | +11.4% |
| 6M | +8.7% | +21.7% | -13.0% | +3.7% |
| YTD | +27.3% | +28.7% | -1.5% | +19.7% |
| 1Y | +18.0% | +13.9% | +4.1% | +13.5% |
| 3Y | +76.5% | +232.2% | -155.7% | +27.0% |
| 5Y | +105.1% | +176.4% | -71.3% | +48.5% |
| All | +219.9% | +908.7% | -688.8% | +49.1% |
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