+88.5%
WDC vs CEG
-19.5%
+108.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.5% |
| 7D | +12.1% | +12.1% | 0.0% | +5.0% |
| 30D | -18.8% | +0.2% | -19.0% | -18.9% |
| 3M | -39.3% | +0.7% | -40.0% | -40.1% |
| 6M | -40.1% | +2.2% | -42.4% | -41.8% |
| YTD | +71.8% | -20.3% | +92.1% | +93.3% |
| 1Y | +88.5% | -16.1% | +104.5% | +102.2% |
| All | +88.5% | -19.5% | +108.0% | +102.2% |
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