+366.0%
WDC vs CAG
-18.8%
+384.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -3.4% |
| 7D | -4.3% | -5.7% | +1.4% | -7.8% |
| 30D | -1.5% | -2.4% | +0.9% | -2.8% |
| 3M | -15.5% | +9.8% | -25.3% | -8.9% |
| 6M | +66.5% | -10.8% | +77.3% | +69.1% |
| YTD | +159.9% | -10.8% | +170.7% | +163.8% |
| 1Y | +366.0% | -19.0% | +384.9% | +385.6% |
| All | +366.0% | -18.8% | +384.7% | +385.6% |
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