-43.4%
CCL vs WSM
+1,058.9%
-1,102.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.2% |
| 7D | -4.3% | +0.4% | -4.7% | -4.5% |
| 30D | -19.0% | -10.7% | -8.3% | -14.4% |
| 3M | -13.1% | +8.5% | -21.6% | -16.3% |
| 6M | -13.3% | +19.6% | -32.9% | -20.0% |
| YTD | -25.2% | +26.6% | -51.8% | -32.8% |
| 1Y | -27.2% | +12.0% | -39.1% | -31.0% |
| 3Y | +49.2% | +226.6% | -177.4% | -21.2% |
| 5Y | +0.4% | +174.1% | -173.8% | -44.4% |
| All | -43.4% | +1,058.9% | -1,102.2% | -84.4% |
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