+22.4%
CCI vs WSM
+1,071.8%
-1,049.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.2% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +2.2% | -7.7% | +9.9% | +3.1% |
| 3M | -16.9% | +3.8% | -20.7% | -17.3% |
| 6M | -11.5% | +22.7% | -34.2% | -13.9% |
| YTD | -12.8% | +28.0% | -40.8% | -15.7% |
| 1Y | -17.1% | +12.7% | -29.8% | -18.8% |
| 3Y | -9.6% | +231.3% | -240.9% | -26.3% |
| 5Y | -48.9% | +177.2% | -226.1% | -58.4% |
| All | +22.4% | +1,071.8% | -1,049.3% | -15.5% |
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