+287.9%
WDAY vs CCI
+134.2%
+153.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.4% |
| 7D | -4.6% | +3.2% | -7.8% | -5.8% |
| 30D | +1.2% | +12.2% | -11.0% | -3.8% |
| 3M | +2.6% | +23.1% | -20.6% | -6.7% |
| 6M | +47.8% | +1.3% | +46.5% | +45.5% |
| YTD | -12.1% | +4.5% | -16.5% | -15.3% |
| 1Y | -17.1% | +2.3% | -19.5% | -19.6% |
| 3Y | -17.9% | +9.8% | -27.7% | -25.8% |
| 5Y | -35.1% | -36.5% | +1.4% | -24.7% |
| 10Y | +130.1% | +64.7% | +65.5% | +67.3% |
| All | +287.9% | +134.2% | +153.8% | +149.8% |
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