+1,359.8%
WDC vs CAG
-36.6%
+1,396.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.6% | +1.6% |
| 7D | +6.0% | -5.3% | +11.3% | +3.8% |
| 30D | +9.9% | +1.0% | +8.9% | +10.5% |
| 3M | -9.4% | +17.4% | -26.8% | -3.0% |
| 6M | +94.7% | -16.8% | +111.5% | +93.5% |
| YTD | +177.4% | -6.8% | +184.1% | +183.3% |
| 1Y | +412.6% | -15.4% | +428.0% | +416.2% |
| 3Y | +1,359.8% | -37.1% | +1,396.9% | +1,356.4% |
| All | +1,359.8% | -36.6% | +1,396.4% | +1,356.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling