+41.1%
WSM vs CAI
+12.6%
+28.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.3% | +6.3% |
| 7D | +8.0% | -6.3% | +14.3% | +8.8% |
| 30D | +13.5% | +9.3% | +4.2% | +12.1% |
| 3M | +8.8% | +106.3% | -97.5% | -2.6% |
| 6M | +54.7% | +77.7% | -23.0% | +40.3% |
| YTD | +53.3% | +23.1% | +30.2% | +41.2% |
| 1Y | +41.1% | +6.5% | +34.6% | +32.3% |
| All | +41.1% | +12.6% | +28.5% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling