+642.9%
WDC vs CF
+479.1%
+163.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.0% |
| 7D | +12.1% | +4.8% | +7.3% | +10.6% |
| 30D | -18.8% | +4.7% | -23.5% | -20.4% |
| 3M | -39.3% | +7.4% | -46.7% | -41.3% |
| 6M | -40.1% | +0.6% | -40.7% | -41.4% |
| YTD | +71.8% | +64.1% | +7.7% | +36.5% |
| 1Y | +88.5% | +51.4% | +37.1% | +53.6% |
| 3Y | +770.0% | +67.8% | +702.2% | +552.7% |
| 5Y | +549.0% | +114.1% | +434.9% | +295.2% |
| All | +642.9% | +479.1% | +163.8% | +187.9% |
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