+916.1%
WDC vs CARR
+8.3%
+907.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.9% |
| 7D | -4.3% | -3.8% | -0.5% | -2.0% |
| 30D | -1.5% | -8.9% | +7.4% | +4.4% |
| 3M | -15.5% | -17.3% | +1.8% | -4.2% |
| 6M | +66.5% | -1.4% | +67.8% | +67.8% |
| YTD | +159.9% | +10.0% | +149.9% | +143.6% |
| 1Y | +366.0% | -6.4% | +372.3% | +381.3% |
| 3Y | +1,285.8% | +1.5% | +1,284.3% | +1,208.6% |
| All | +916.1% | +8.3% | +907.8% | +733.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 5y: compounded portfolio wealth divided by compounded CARR 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…
5y analysis · Full analysis span regression · 6 months rolling