+412.6%
WDC vs CFG
+39.0%
+373.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.3% | +2.7% |
| 7D | +6.0% | +2.7% | +3.3% | +4.6% |
| 30D | +9.9% | -3.7% | +13.6% | +12.2% |
| 3M | -9.4% | +9.5% | -18.9% | -13.9% |
| 6M | +94.7% | +22.2% | +72.5% | +72.1% |
| YTD | +177.4% | +22.3% | +155.0% | +151.0% |
| 1Y | +412.6% | +39.4% | +373.1% | +388.5% |
| All | +412.6% | +39.0% | +373.6% | +388.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling