+708.6%
WDC vs CAI
-8.1%
+716.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.1% |
| 7D | +6.0% | +0.2% | +5.8% | +6.0% |
| 30D | +9.9% | +9.1% | +0.8% | +9.9% |
| 3M | -9.4% | +53.8% | -63.2% | -10.8% |
| 6M | +94.7% | +33.5% | +61.2% | +93.3% |
| YTD | +177.3% | -8.0% | +185.3% | +181.9% |
| 1Y | +412.4% | -28.7% | +441.1% | +411.3% |
| All | +708.6% | -8.1% | +716.6% | +720.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling