+1,256.8%
WDC vs CF
+73.9%
+1,182.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.2% | +9.1% | +5.7% |
| 7D | +1.7% | +6.0% | -4.3% | +2.0% |
| 30D | -10.0% | +14.8% | -24.8% | -9.4% |
| 3M | -18.8% | +14.1% | -32.8% | -18.1% |
| 6M | +79.0% | +28.5% | +50.5% | +77.3% |
| YTD | +171.6% | +74.9% | +96.6% | +160.9% |
| 1Y | +417.4% | +61.7% | +355.7% | +398.2% |
| All | +1,256.8% | +73.9% | +1,182.9% | +1,160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling