+822.0%
WDC vs CAG
-35.9%
+857.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.4% | +10.7% | +7.1% |
| 7D | -3.2% | -1.8% | -1.5% | -3.8% |
| 30D | -19.0% | +9.7% | -28.7% | -14.3% |
| 3M | -28.4% | +0.5% | -28.9% | -26.5% |
| 6M | -39.2% | +8.9% | -48.2% | -34.2% |
| YTD | +82.1% | -8.4% | +90.4% | +89.1% |
| 1Y | +84.7% | -8.3% | +93.0% | +91.9% |
| All | +822.0% | -35.9% | +857.9% | +822.3% |
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