+528.7%
WDC vs CFG
+61.2%
+467.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -28.0% | -0.9% | -27.1% | -27.5% |
| 30D | -34.9% | +1.1% | -36.0% | -35.2% |
| 3M | -41.6% | -12.0% | -29.6% | -37.6% |
| 6M | -45.4% | -2.2% | -43.1% | -45.3% |
| YTD | +53.3% | +11.4% | +41.9% | +43.8% |
| 1Y | +61.5% | +27.8% | +33.7% | +41.2% |
| 3Y | +712.3% | +173.3% | +539.0% | +370.5% |
| All | +528.7% | +61.2% | +467.5% | +385.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling