-36.3%
WDC vs CB
+16.7%
-53.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | 0.0% |
| 7D | +16.3% | 0.0% | +16.2% | +16.3% |
| 30D | -18.3% | +7.4% | -25.7% | -5.7% |
| 3M | -31.4% | +8.6% | -40.1% | -19.1% |
| 6M | -36.3% | +16.1% | -52.4% | -6.0% |
| All | -36.3% | +16.7% | -53.0% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling