+326.4%
WM vs CCI
+59.7%
+266.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | +1.2% | +3.2% | -2.0% | +0.1% |
| 30D | +13.7% | +12.2% | +1.5% | +9.3% |
| 3M | +5.2% | +23.1% | -17.9% | -2.4% |
| 6M | +11.2% | +1.3% | +9.9% | +9.7% |
| YTD | +9.4% | +4.5% | +4.9% | +6.1% |
| 1Y | +20.4% | +2.3% | +18.1% | +17.5% |
| 3Y | +44.7% | +9.8% | +34.9% | +34.2% |
| 5Y | +58.5% | -36.5% | +95.0% | +80.4% |
| 10Y | +326.4% | +64.7% | +261.7% | +274.6% |
| All | +326.4% | +59.7% | +266.6% | +274.6% |
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