+992.6%
WDC vs CCI
-50.2%
+1,042.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | +6.0% | +0.2% | +5.8% | +6.0% |
| 30D | +9.9% | +0.5% | +9.4% | +9.9% |
| 3M | -9.4% | -16.3% | +6.9% | -8.3% |
| 6M | +94.7% | -13.9% | +108.7% | +95.9% |
| YTD | +177.4% | -12.4% | +189.8% | +177.3% |
| 1Y | +412.6% | -15.2% | +427.8% | +414.5% |
| 3Y | +1,359.8% | -9.9% | +1,369.6% | +1,286.2% |
| 5Y | +992.6% | -50.8% | +1,043.4% | +1,093.7% |
| All | +992.6% | -50.2% | +1,042.8% | +1,093.7% |
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 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