+11,931.6%
WDC vs CAG
+583.1%
+11,348.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.4% | +10.7% | +8.8% |
| 7D | -3.2% | -1.8% | -1.5% | -3.1% |
| 30D | -19.0% | +9.7% | -28.7% | -21.3% |
| 3M | -28.4% | +0.5% | -28.9% | -29.3% |
| 6M | -39.2% | +8.9% | -48.2% | -41.8% |
| YTD | +82.1% | -8.4% | +90.4% | +80.3% |
| 1Y | +84.7% | -8.3% | +93.0% | +82.5% |
| 3Y | +825.6% | -36.1% | +861.8% | +878.6% |
| 5Y | +608.2% | -40.1% | +648.3% | +654.1% |
| 10Y | +695.1% | -36.9% | +732.0% | +698.3% |
| All | +11,931.6% | +583.1% | +11,348.5% | +5,465.0% |
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