+924.5%
WDC vs CEG
+717.5%
+206.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +6.0% | +6.7% | -0.7% | +3.4% |
| 30D | +9.9% | +11.0% | -1.0% | +5.5% |
| 3M | -9.4% | +19.5% | -28.9% | -14.8% |
| 6M | +94.7% | -5.9% | +100.6% | +97.8% |
| YTD | +177.4% | -15.0% | +192.3% | +191.3% |
| 1Y | +412.6% | +0.6% | +411.9% | +409.5% |
| 3Y | +1,359.8% | +180.6% | +1,179.2% | +911.4% |
| All | +924.5% | +717.5% | +206.9% | +505.9% |
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