+44.4%
WSM vs CAI
-11.0%
+55.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | +0.2% |
| 7D | +2.6% | -3.1% | +5.7% | +3.0% |
| 30D | -9.3% | +2.7% | -12.0% | -9.8% |
| 3M | +7.1% | +41.7% | -34.6% | +1.6% |
| 6M | +21.7% | +26.5% | -4.8% | +16.1% |
| YTD | +28.7% | -10.9% | +39.7% | +25.7% |
| 1Y | +13.9% | -29.2% | +43.1% | +12.9% |
| All | +44.4% | -11.0% | +55.4% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling