+17,845.4%
WDC vs CAG
+604.9%
+17,240.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.8% | +6.1% |
| 7D | +1.7% | -3.8% | +5.5% | +2.6% |
| 30D | -10.0% | +3.1% | -13.1% | -10.7% |
| 3M | -18.8% | +23.5% | -42.2% | -23.5% |
| 6M | +79.0% | -14.8% | +93.9% | +83.2% |
| YTD | +171.6% | -5.4% | +177.0% | +169.6% |
| 1Y | +417.4% | -11.8% | +429.2% | +420.2% |
| 3Y | +1,251.8% | -36.7% | +1,288.4% | +1,347.3% |
| 5Y | +911.7% | -40.3% | +952.0% | +990.3% |
| 10Y | +1,399.6% | -37.0% | +1,436.6% | +1,420.6% |
| All | +17,845.4% | +604.9% | +17,240.5% | +8,222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling