+695.1%
WDC vs CB
+248.4%
+446.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.2% |
| 7D | -3.2% | -1.0% | -2.2% | -2.7% |
| 30D | -19.0% | +7.3% | -26.4% | -21.9% |
| 3M | -28.4% | +7.0% | -35.5% | -31.2% |
| 6M | -39.2% | +16.3% | -55.6% | -45.3% |
| YTD | +82.1% | +19.7% | +62.3% | +59.3% |
| 1Y | +84.7% | +27.8% | +56.9% | +55.0% |
| 3Y | +825.6% | +72.0% | +753.6% | +515.0% |
| 5Y | +608.2% | +104.9% | +503.3% | +312.6% |
| 10Y | +695.1% | +246.7% | +448.4% | +210.9% |
| All | +695.1% | +248.4% | +446.7% | +210.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling