+1,330.5%
WDC vs CB
+74.3%
+1,256.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.9% | +7.8% | +5.0% |
| 7D | +1.7% | +0.5% | +1.3% | +2.0% |
| 30D | -10.0% | -3.1% | -6.9% | -11.0% |
| 3M | -18.8% | +9.0% | -27.7% | -16.3% |
| 6M | +79.0% | +2.9% | +76.2% | +83.2% |
| YTD | +171.6% | +10.1% | +161.4% | +180.6% |
| 1Y | +417.4% | +22.8% | +394.6% | +432.2% |
| All | +1,330.5% | +74.3% | +1,256.2% | +1,123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling