+807.8%
CCL vs WSM
+34,755.7%
-33,947.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.5% |
| 7D | -5.0% | -3.3% | -1.8% | -4.1% |
| 30D | -20.3% | -8.4% | -12.0% | -18.3% |
| 3M | -15.1% | +9.7% | -24.8% | -17.3% |
| 6M | -15.1% | +16.7% | -31.8% | -18.4% |
| YTD | -21.8% | +28.7% | -50.5% | -26.9% |
| 1Y | -24.8% | +13.7% | -38.4% | -27.3% |
| 3Y | +51.9% | +230.1% | -178.2% | +5.1% |
| 5Y | +4.0% | +179.0% | -174.9% | -24.8% |
| 10Y | -42.2% | +1,002.5% | -1,044.8% | -72.0% |
| All | +807.8% | +34,755.7% | -33,947.9% | +89.2% |
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