+1,359.3%
WDC vs CEG
+181.7%
+1,177.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +6.0% | +6.7% | -0.7% | +3.1% |
| 30D | +9.9% | +11.0% | -1.1% | +5.1% |
| 3M | -9.4% | +19.5% | -28.9% | -15.3% |
| 6M | +94.7% | -5.9% | +100.5% | +97.7% |
| YTD | +177.3% | -15.0% | +192.2% | +191.9% |
| 1Y | +412.4% | +0.6% | +411.8% | +408.9% |
| 3Y | +1,359.3% | +180.6% | +1,178.7% | +938.3% |
| All | +1,359.3% | +181.7% | +1,177.6% | +938.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling