+1,221.5%
WDC vs CB
+219.1%
+1,002.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.9% | +7.8% | +6.8% |
| 7D | +1.7% | +0.5% | +1.3% | +1.4% |
| 30D | -10.0% | -3.1% | -6.9% | -8.8% |
| 3M | -18.8% | +9.0% | -27.7% | -24.2% |
| 6M | +79.0% | +2.9% | +76.2% | +71.6% |
| YTD | +171.6% | +10.1% | +161.4% | +148.3% |
| 1Y | +417.4% | +22.8% | +394.6% | +339.0% |
| 3Y | +1,251.8% | +73.8% | +1,178.0% | +777.7% |
| 5Y | +911.7% | +99.2% | +812.5% | +490.5% |
| All | +1,221.5% | +219.1% | +1,002.4% | +421.5% |
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 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