+411.1%
WDC vs CEG
-1.7%
+412.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +2.1% |
| 7D | +7.5% | +1.3% | +6.1% | +6.6% |
| 30D | +10.1% | +8.8% | +1.2% | +4.3% |
| 3M | -6.8% | +17.0% | -23.8% | -14.7% |
| 6M | +84.1% | -8.7% | +92.9% | +90.3% |
| YTD | +180.3% | -16.4% | +196.7% | +207.0% |
| 1Y | +411.1% | -1.8% | +412.8% | +398.0% |
| All | +411.1% | -1.7% | +412.8% | +398.0% |
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