+5,881.8%
WDC vs CCI
+905.5%
+4,976.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.9% | +7.7% | +6.4% |
| 7D | +1.7% | -0.4% | +2.2% | +1.8% |
| 30D | -10.0% | +2.7% | -12.7% | -10.8% |
| 3M | -18.8% | -18.2% | -0.5% | -15.4% |
| 6M | +79.0% | -14.8% | +93.8% | +83.4% |
| YTD | +171.6% | -12.6% | +184.2% | +174.7% |
| 1Y | +417.4% | -16.7% | +434.1% | +429.1% |
| 3Y | +1,251.8% | -10.5% | +1,262.3% | +1,216.5% |
| 5Y | +911.7% | -51.4% | +963.1% | +1,064.1% |
| 10Y | +1,399.6% | +20.0% | +1,379.6% | +1,228.9% |
| All | +5,881.8% | +905.5% | +4,976.3% | +2,865.3% |
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