+553.7%
WDC vs CF
+114.0%
+439.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | -16.7% | +4.8% | -21.5% | -16.9% |
| 30D | -27.2% | +9.7% | -36.9% | -27.6% |
| 3M | -34.0% | +1.2% | -35.2% | -34.1% |
| 6M | -39.7% | +7.4% | -47.1% | -40.2% |
| YTD | +68.1% | +60.5% | +7.5% | +54.5% |
| 1Y | +66.3% | +50.7% | +15.6% | +54.2% |
| 3Y | +754.4% | +64.8% | +689.6% | +663.6% |
| All | +553.7% | +114.0% | +439.7% | +456.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling