+567.0%
WDC vs CB
+107.6%
+459.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -5.0% |
| 7D | +12.1% | +2.9% | +9.1% | +12.0% |
| 30D | -18.8% | +7.3% | -26.1% | -19.0% |
| 3M | -39.3% | +9.4% | -48.7% | -39.6% |
| 6M | -40.1% | +19.6% | -59.8% | -42.0% |
| YTD | +71.8% | +21.5% | +50.3% | +64.5% |
| 1Y | +88.5% | +28.0% | +60.5% | +76.7% |
| 3Y | +770.0% | +74.9% | +695.1% | +563.3% |
| All | +567.0% | +107.6% | +459.4% | +354.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling