+2,876.6%
WDC vs CF
+5,277.9%
-2,401.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +6.2% | -23.5% | -19.3% |
| 7D | -32.3% | +0.4% | -32.7% | -32.8% |
| 30D | -34.9% | +2.2% | -37.1% | -35.9% |
| 3M | -48.4% | +2.1% | -50.6% | -49.6% |
| 6M | -42.4% | -6.5% | -35.9% | -42.7% |
| YTD | +55.5% | +55.6% | 0.0% | +26.6% |
| 1Y | +67.5% | +42.3% | +25.2% | +40.0% |
| 3Y | +727.3% | +55.7% | +671.5% | +546.8% |
| 5Y | +533.3% | +122.4% | +410.9% | +307.5% |
| 10Y | +627.0% | +568.5% | +58.4% | +202.4% |
| All | +2,876.6% | +5,277.9% | -2,401.4% | +476.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling