+113.2%
WDC vs CF
+35.9%
+77.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.4% | -2.4% | -7.9% |
| 7D | -18.3% | -6.9% | -11.4% | -19.7% |
| 30D | -26.7% | -3.7% | -22.9% | -27.2% |
| 3M | -40.9% | -5.0% | -36.0% | -41.4% |
| 6M | -26.8% | -10.5% | -16.3% | -28.1% |
| YTD | +88.2% | +46.5% | +41.7% | +99.3% |
| 1Y | +113.2% | +34.8% | +78.4% | +120.4% |
| All | +113.2% | +35.9% | +77.3% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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