+5.6%
CDE vs WAB
+46.5%
-40.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.1% | +7.6% | +7.7% |
| 7D | +1.1% | +4.5% | -3.4% | -3.0% |
| 30D | -14.5% | +1.1% | -15.6% | -15.1% |
| 3M | -10.1% | -1.3% | -8.8% | -9.1% |
| 6M | -16.9% | +12.7% | -29.6% | -28.2% |
| YTD | -18.1% | +38.7% | -56.8% | -41.8% |
| 1Y | +5.6% | +44.9% | -39.3% | -26.6% |
| All | +5.6% | +46.5% | -40.9% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling