+528.7%
WDC vs CB
+101.1%
+427.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.4% |
| 7D | -28.0% | +0.2% | -28.2% | -28.0% |
| 30D | -34.9% | +9.1% | -44.0% | -35.3% |
| 3M | -41.6% | +3.4% | -45.0% | -41.6% |
| 6M | -45.4% | +14.1% | -59.5% | -46.8% |
| YTD | +53.3% | +18.0% | +35.3% | +47.0% |
| 1Y | +61.5% | +30.1% | +31.4% | +48.9% |
| 3Y | +712.3% | +71.8% | +640.6% | +515.4% |
| All | +528.7% | +101.1% | +427.6% | +328.5% |
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 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