+1,110.1%
CCI vs WSM
+5,211.7%
-4,101.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +14.4% | +5.1% | +9.3% | +12.9% |
| 3M | +21.7% | +5.1% | +16.6% | +19.9% |
| 6M | +4.0% | +48.6% | -44.6% | -5.9% |
| YTD | +6.2% | +44.2% | -38.0% | -3.7% |
| 1Y | +5.4% | +38.1% | -32.7% | -3.6% |
| 3Y | +11.7% | +257.2% | -245.5% | -24.1% |
| 5Y | -35.6% | +165.1% | -200.7% | -55.0% |
| 10Y | +68.7% | +1,123.6% | -1,054.8% | -30.5% |
| All | +1,110.1% | +5,211.7% | -4,101.5% | +116.3% |
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