-31.1%
WDAY vs CCI
-51.2%
+20.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | -7.4% | -0.3% | -7.1% | -7.3% |
| 30D | +1.0% | +2.1% | -1.1% | +0.4% |
| 3M | +32.7% | -17.8% | +50.5% | +41.8% |
| 6M | +25.6% | -14.2% | +39.8% | +31.8% |
| YTD | -13.4% | -13.3% | 0.0% | -9.7% |
| 1Y | -19.4% | -16.6% | -2.7% | -14.9% |
| 3Y | -25.8% | -10.8% | -15.0% | -27.3% |
| 5Y | -31.1% | -50.3% | +19.2% | -10.2% |
| All | -31.1% | -51.2% | +20.1% | -10.2% |
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