+765.7%
WM vs CCI
+1,123.5%
-357.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | +4.5% | +2.4% | +2.1% | +4.1% |
| 30D | +16.1% | +33.2% | -17.1% | +10.9% |
| 3M | +8.0% | +25.0% | -16.9% | +4.2% |
| 6M | +8.4% | +4.8% | +3.6% | +7.1% |
| YTD | +11.2% | +6.4% | +4.9% | +9.4% |
| 1Y | +22.3% | +6.5% | +15.9% | +20.2% |
| 3Y | +50.2% | +8.6% | +41.6% | +46.3% |
| 5Y | +63.3% | -35.3% | +98.6% | +70.4% |
| 10Y | +355.0% | +58.2% | +296.8% | +321.0% |
| All | +765.7% | +1,123.5% | -357.8% | +405.4% |
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