+302.1%
WDAY vs CCI
+95.9%
+206.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.6% |
| 7D | -4.4% | -0.4% | -4.0% | -4.2% |
| 30D | +14.7% | +2.7% | +12.0% | +13.7% |
| 3M | +32.4% | -18.2% | +50.6% | +44.1% |
| 6M | +36.9% | -14.8% | +51.7% | +45.8% |
| YTD | -8.8% | -12.6% | +3.8% | -4.5% |
| 1Y | -15.3% | -16.7% | +1.5% | -9.6% |
| 3Y | -21.2% | -10.5% | -10.7% | -21.9% |
| 5Y | -29.5% | -51.4% | +21.9% | -7.2% |
| 10Y | +120.0% | +20.0% | +100.0% | +85.9% |
| All | +302.1% | +95.9% | +206.2% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling