+1,289.7%
WDC vs CCI
+22.9%
+1,266.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.3% |
| 7D | +7.5% | -0.3% | +7.7% | +7.5% |
| 30D | +10.1% | +2.1% | +7.9% | +9.4% |
| 3M | -6.8% | -17.8% | +11.0% | -3.0% |
| 6M | +84.1% | -14.2% | +98.3% | +88.1% |
| YTD | +180.3% | -13.3% | +193.6% | +183.5% |
| 1Y | +411.1% | -16.6% | +427.7% | +421.9% |
| 3Y | +1,375.0% | -10.8% | +1,385.8% | +1,295.8% |
| 5Y | +991.6% | -50.3% | +1,041.9% | +1,234.7% |
| All | +1,289.7% | +22.9% | +1,266.8% | +1,175.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling