+682.0%
WDC vs CF
+478.3%
+203.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -1.1% |
| 7D | +16.3% | +5.4% | +10.9% | +14.6% |
| 30D | -18.3% | +6.5% | -24.8% | -20.3% |
| 3M | -31.4% | +4.6% | -36.1% | -33.2% |
| 6M | -36.3% | -3.3% | -33.0% | -36.9% |
| YTD | +80.8% | +63.9% | +17.0% | +43.7% |
| 1Y | +87.7% | +50.4% | +37.3% | +53.4% |
| 3Y | +819.4% | +68.2% | +751.2% | +589.0% |
| 5Y | +583.2% | +113.8% | +469.4% | +316.2% |
| All | +682.0% | +478.3% | +203.7% | +203.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling