+50.8%
CDE vs WAB
+48.2%
+2.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.5% |
| 7D | +0.5% | -3.2% | +3.7% | +3.4% |
| 30D | +21.9% | -4.4% | +26.3% | +26.6% |
| 3M | +14.9% | +7.9% | +7.1% | +4.7% |
| 6M | -10.5% | +8.7% | -19.2% | -19.8% |
| YTD | +19.3% | +33.0% | -13.7% | -5.0% |
| 1Y | +50.8% | +46.7% | +4.2% | +16.5% |
| All | +50.8% | +48.2% | +2.6% | +16.5% |
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