+1,359.8%
WDC vs CCI
-10.9%
+1,370.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.2% |
| 7D | +6.0% | +0.2% | +5.8% | +6.1% |
| 30D | +9.9% | +0.5% | +9.4% | +10.1% |
| 3M | -9.4% | -16.3% | +6.9% | -11.4% |
| 6M | +94.7% | -13.9% | +108.7% | +91.2% |
| YTD | +177.4% | -12.4% | +189.8% | +172.6% |
| 1Y | +412.6% | -15.2% | +427.8% | +402.6% |
| 3Y | +1,359.8% | -9.9% | +1,369.6% | +1,412.7% |
| All | +1,359.8% | -10.9% | +1,370.7% | +1,412.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling