+113.2%
WDC vs CEG
-33.0%
+146.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.7% | -0.1% | -3.0% |
| 7D | -18.3% | -4.8% | -13.5% | -15.9% |
| 30D | -26.7% | -8.2% | -18.5% | -23.9% |
| 3M | -40.9% | -7.9% | -33.0% | -38.9% |
| 6M | -26.8% | -23.2% | -3.5% | -17.0% |
| YTD | +88.2% | -30.1% | +118.3% | +128.1% |
| 1Y | +113.2% | -31.9% | +145.1% | +162.4% |
| All | +113.2% | -33.0% | +146.2% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling