-36.0%
WDAY vs CCI
-36.6%
+0.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.3% |
| 7D | -4.6% | +3.2% | -7.8% | -5.6% |
| 30D | +1.2% | +12.2% | -11.0% | -2.8% |
| 3M | +2.6% | +23.1% | -20.6% | -4.8% |
| 6M | +47.8% | +1.3% | +46.5% | +46.1% |
| YTD | -12.1% | +4.5% | -16.5% | -14.5% |
| 1Y | -17.1% | +2.3% | -19.5% | -18.9% |
| 3Y | -17.9% | +9.8% | -27.7% | -25.6% |
| All | -36.0% | -36.6% | +0.6% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 5y: compounded portfolio wealth divided by compounded CCI 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…
5y analysis · Full analysis span regression · 6 months rolling