+417.4%
WDC vs CAI
-31.3%
+448.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.0% | +6.9% | +5.9% |
| 7D | +1.7% | -2.2% | +3.9% | +1.8% |
| 30D | -10.0% | +52.4% | -62.4% | -12.3% |
| 3M | -18.8% | +45.1% | -63.8% | -20.2% |
| 6M | +79.0% | +26.2% | +52.8% | +78.2% |
| YTD | +171.6% | -7.1% | +178.6% | +184.5% |
| 1Y | +417.4% | -31.0% | +448.4% | +516.6% |
| All | +417.4% | -31.3% | +448.6% | +516.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling