+11,850.9%
WDC vs CAG
+570.2%
+11,280.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | +16.3% | -6.2% | +22.5% | +17.8% |
| 30D | -18.3% | +7.4% | -25.7% | -20.2% |
| 3M | -31.4% | -1.6% | -29.8% | -32.0% |
| 6M | -36.3% | +6.3% | -42.6% | -38.7% |
| YTD | +80.8% | -10.1% | +90.9% | +79.8% |
| 1Y | +87.7% | -10.2% | +97.9% | +86.4% |
| 3Y | +819.4% | -37.3% | +856.8% | +875.8% |
| 5Y | +583.2% | -41.6% | +624.8% | +631.4% |
| 10Y | +689.8% | -38.1% | +727.9% | +696.0% |
| All | +11,850.9% | +570.2% | +11,280.7% | +5,449.2% |
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