-89.0%
CDE vs WAB
+4,056.8%
-4,145.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.1% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | +15.7% | -4.6% | +20.3% | +17.6% |
| 3M | +30.5% | +5.6% | +24.9% | +27.8% |
| 6M | -7.4% | +13.8% | -21.2% | -11.2% |
| YTD | +17.9% | +31.9% | -13.9% | +7.7% |
| 1Y | +46.7% | +48.3% | -1.5% | +28.5% |
| 3Y | +851.3% | +167.1% | +684.2% | +587.9% |
| 5Y | +202.9% | +222.9% | -19.9% | +106.4% |
| 10Y | +58.2% | +289.9% | -231.7% | -5.0% |
| All | -89.0% | +4,056.8% | -4,145.8% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling