+417.4%
WDC vs CAG
-13.1%
+430.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.8% | +5.3% |
| 7D | +1.7% | -3.8% | +5.5% | -0.7% |
| 30D | -10.0% | +3.1% | -13.1% | -8.1% |
| 3M | -18.8% | +23.5% | -42.2% | -6.8% |
| 6M | +79.0% | -14.8% | +93.9% | +80.5% |
| YTD | +171.6% | -5.4% | +177.0% | +186.1% |
| 1Y | +417.4% | -11.8% | +429.2% | +453.0% |
| All | +417.4% | -13.1% | +430.5% | +453.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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