+991.6%
WDC vs CAG
-41.8%
+1,033.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +0.9% |
| 7D | +7.5% | -6.6% | +14.1% | +6.2% |
| 30D | +10.1% | +2.3% | +7.8% | +10.5% |
| 3M | -6.8% | +16.3% | -23.1% | -4.3% |
| 6M | +84.1% | -16.0% | +100.2% | +86.5% |
| YTD | +180.3% | -7.7% | +188.0% | +184.4% |
| 1Y | +411.1% | -16.0% | +427.1% | +419.5% |
| 3Y | +1,375.0% | -37.7% | +1,412.7% | +1,404.3% |
| 5Y | +991.6% | -41.2% | +1,032.8% | +1,009.6% |
| All | +991.6% | -41.8% | +1,033.3% | +1,009.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling