+717.3%
WDC vs CAI
-11.0%
+728.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.1% |
| 7D | +7.5% | -3.1% | +10.6% | +7.5% |
| 30D | +10.1% | +2.7% | +7.4% | +10.1% |
| 3M | -6.8% | +41.7% | -48.5% | -7.7% |
| 6M | +84.1% | +26.5% | +57.7% | +83.3% |
| YTD | +180.3% | -10.9% | +191.2% | +185.1% |
| 1Y | +411.1% | -29.2% | +440.3% | +411.3% |
| All | +717.3% | -11.0% | +728.3% | +729.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling