+653.4%
WDC vs CB
+246.2%
+407.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +10.1% |
| 7D | -14.4% | -1.5% | -12.9% | -13.9% |
| 30D | -27.1% | +6.5% | -33.6% | -29.4% |
| 3M | -33.3% | +4.1% | -37.3% | -35.0% |
| 6M | -39.6% | +14.4% | -54.0% | -45.2% |
| YTD | +68.4% | +17.5% | +50.9% | +48.6% |
| 1Y | +78.2% | +27.5% | +50.6% | +49.3% |
| 3Y | +772.0% | +71.6% | +700.4% | +477.7% |
| 5Y | +584.9% | +100.6% | +484.3% | +303.1% |
| 10Y | +653.4% | +243.0% | +410.4% | +195.5% |
| All | +653.4% | +246.2% | +407.3% | +195.5% |
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