+1,221.5%
WDC vs CF
+575.3%
+646.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.2% | +9.1% | +6.8% |
| 7D | +1.7% | +6.0% | -4.3% | -0.2% |
| 30D | -10.0% | +14.8% | -24.8% | -13.9% |
| 3M | -18.8% | +14.1% | -32.8% | -22.5% |
| 6M | +79.0% | +28.5% | +50.5% | +58.8% |
| YTD | +171.6% | +74.9% | +96.6% | +115.0% |
| 1Y | +417.4% | +61.7% | +355.7% | +316.9% |
| 3Y | +1,251.8% | +80.3% | +1,171.5% | +904.9% |
| 5Y | +911.7% | +226.0% | +685.7% | +422.0% |
| All | +1,221.5% | +575.3% | +646.2% | +448.3% |
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