+903.0%
WDC vs CEG
+717.3%
+185.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.9% | +1.0% | +4.0% |
| 7D | +1.7% | +8.0% | -6.3% | -1.3% |
| 30D | -10.0% | +12.9% | -22.9% | -14.1% |
| 3M | -18.8% | +13.2% | -31.9% | -22.0% |
| 6M | +79.0% | -7.0% | +86.0% | +82.7% |
| YTD | +171.6% | -15.0% | +186.6% | +185.3% |
| 1Y | +417.4% | -2.7% | +420.1% | +420.0% |
| 3Y | +1,251.8% | +184.1% | +1,067.7% | +833.1% |
| All | +903.0% | +717.3% | +185.7% | +493.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling