+528.7%
WDC vs CF
+120.6%
+408.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -28.0% | -3.2% | -24.8% | -27.8% |
| 30D | -34.9% | +4.3% | -39.3% | -35.1% |
| 3M | -41.6% | +2.8% | -44.4% | -41.8% |
| 6M | -45.4% | +0.6% | -46.0% | -45.6% |
| YTD | +53.3% | +56.6% | -3.3% | +40.9% |
| 1Y | +61.5% | +49.6% | +11.9% | +49.4% |
| 3Y | +712.3% | +61.5% | +650.9% | +625.2% |
| All | +528.7% | +120.6% | +408.1% | +427.4% |
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 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