+653.4%
WDC vs CF
+546.3%
+107.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +9.9% | +9.9% |
| 7D | -14.4% | -0.9% | -13.5% | -14.5% |
| 30D | -27.1% | +6.9% | -34.0% | -29.0% |
| 3M | -33.3% | +4.8% | -38.1% | -35.1% |
| 6M | -39.6% | +4.7% | -44.3% | -41.8% |
| YTD | +68.4% | +56.5% | +11.9% | +35.6% |
| 1Y | +78.2% | +48.4% | +29.7% | +45.8% |
| 3Y | +772.0% | +59.1% | +712.9% | +564.7% |
| 5Y | +584.9% | +109.5% | +475.4% | +317.7% |
| 10Y | +653.4% | +487.0% | +166.5% | +189.3% |
| All | +653.4% | +546.3% | +107.2% | +189.3% |
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