+682.3%
WM vs CCI
+905.5%
-223.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -1.0% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | -2.4% | +2.7% | -5.1% | -2.8% |
| 3M | +0.4% | -18.2% | +18.6% | +3.3% |
| 6M | -9.5% | -14.8% | +5.3% | -7.5% |
| YTD | +0.5% | -12.6% | +13.1% | +2.1% |
| 1Y | -1.1% | -16.7% | +15.7% | +1.2% |
| 3Y | +46.0% | -10.5% | +56.5% | +46.7% |
| 5Y | +51.8% | -51.4% | +103.2% | +65.7% |
| 10Y | +307.5% | +20.0% | +287.5% | +293.1% |
| All | +682.3% | +905.5% | -223.1% | +371.6% |
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 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