+466.2%
WDC vs CEG
+583.3%
-117.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -3.1% |
| 7D | -28.0% | -4.7% | -23.2% | -26.4% |
| 30D | -34.9% | -16.6% | -18.4% | -30.1% |
| 3M | -41.6% | -4.1% | -37.4% | -41.0% |
| 6M | -45.4% | -22.3% | -23.0% | -40.2% |
| YTD | +53.3% | -28.9% | +82.2% | +71.8% |
| 1Y | +61.5% | -28.5% | +90.0% | +80.8% |
| 3Y | +712.3% | +104.3% | +608.1% | +525.9% |
| All | +466.2% | +583.3% | -117.1% | +257.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling