+567.0%
WDC vs CFG
+61.7%
+505.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -5.3% |
| 7D | +12.1% | +3.2% | +8.9% | +10.4% |
| 30D | -18.8% | +5.1% | -23.9% | -20.7% |
| 3M | -39.3% | -11.2% | -28.1% | -35.4% |
| 6M | -40.1% | +9.6% | -49.7% | -43.5% |
| YTD | +71.8% | +15.0% | +56.8% | +58.8% |
| 1Y | +88.5% | +29.9% | +58.6% | +63.5% |
| 3Y | +770.0% | +192.1% | +577.9% | +388.8% |
| All | +567.0% | +61.7% | +505.3% | +416.2% |
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