+653.4%
WDC vs CFG
+248.3%
+405.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.9% | +6.9% | +8.2% |
| 7D | -14.4% | +0.3% | -14.7% | -14.3% |
| 30D | -27.1% | +3.2% | -30.3% | -28.1% |
| 3M | -33.3% | -9.7% | -23.6% | -29.5% |
| 6M | -39.6% | +3.6% | -43.2% | -41.4% |
| YTD | +68.4% | +14.7% | +53.7% | +55.3% |
| 1Y | +78.2% | +29.6% | +48.6% | +53.6% |
| 3Y | +772.0% | +190.6% | +581.5% | +367.6% |
| 5Y | +584.9% | +67.1% | +517.8% | +384.2% |
| 10Y | +653.4% | +237.0% | +416.4% | +304.4% |
| All | +653.4% | +248.3% | +405.2% | +304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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