+327.8%
WDC vs CFG
+347.0%
-19.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 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% | -37.3% |
| 6M | -45.4% | -2.2% | -43.1% | -45.3% |
| YTD | +53.3% | +11.4% | +41.9% | +43.3% |
| 1Y | +61.5% | +27.8% | +33.7% | +39.7% |
| 3Y | +712.3% | +173.3% | +539.0% | +343.0% |
| 5Y | +524.2% | +62.4% | +461.8% | +342.8% |
| 10Y | +616.5% | +249.6% | +366.9% | +180.1% |
| All | +327.8% | +347.0% | -19.2% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling