+1,188.5%
WDC vs CDE
+61.6%
+1,127.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.2% |
| 7D | -4.3% | -3.1% | -1.2% | -3.8% |
| 30D | -1.5% | +9.5% | -11.0% | -3.5% |
| 3M | -15.5% | +25.5% | -41.0% | -19.3% |
| 6M | +66.5% | -7.9% | +74.4% | +67.1% |
| YTD | +159.9% | +15.6% | +144.3% | +150.0% |
| 1Y | +366.0% | +34.0% | +331.9% | +333.3% |
| 3Y | +1,285.8% | +791.9% | +493.9% | +804.6% |
| 5Y | +925.6% | +197.7% | +727.8% | +647.7% |
| All | +1,188.5% | +61.6% | +1,127.0% | +714.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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