+113.2%
WDC vs CB
+34.9%
+78.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.1% | -8.9% | -3.4% |
| 7D | -18.3% | +5.3% | -23.6% | -10.9% |
| 30D | -26.7% | +13.2% | -39.9% | -9.4% |
| 3M | -40.9% | +7.8% | -48.7% | -32.2% |
| 6M | -26.8% | +15.8% | -42.5% | -1.5% |
| YTD | +88.2% | +21.0% | +67.2% | +181.4% |
| 1Y | +113.2% | +32.2% | +81.0% | +291.5% |
| All | +113.2% | +34.9% | +78.3% | +291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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