+583.6%
WDC vs CF
+561.7%
+21.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | -28.0% | -3.2% | -24.8% | -27.5% |
| 30D | -34.9% | +4.3% | -39.3% | -36.2% |
| 3M | -41.6% | +2.8% | -44.4% | -42.9% |
| 6M | -45.4% | +0.6% | -46.0% | -46.7% |
| YTD | +53.3% | +56.6% | -3.3% | +23.6% |
| 1Y | +61.5% | +49.6% | +11.9% | +32.0% |
| 3Y | +712.3% | +61.5% | +650.9% | +516.9% |
| 5Y | +524.2% | +124.0% | +400.3% | +269.8% |
| All | +583.6% | +561.7% | +21.9% | +170.4% |
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 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